0.71Open0.74Pre Close721 Volume3.95K Open Interest15.00Strike Price57.38KTurnover54.07%IV0.42%PremiumDec 20, 2024Expiry Date0.75Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8552Delta0.3419Gamma17.92Leverage Ratio-0.0251Theta-0.0008Rho-15.33Eff Leverage0.0028Vega