0.85Open1.03Pre Close895 Volume145 Open Interest22.50Strike Price57.98KTurnover84.79%IV2.83%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.5167Delta0.2775Gamma39.07Leverage Ratio-0.1625Theta0.0006Rho20.19Eff Leverage0.0068Vega