0.69Open0.75Pre Close678 Volume1.49K Open Interest4.00Strike Price57.23KTurnover111.77%IV0.62%PremiumNov 29, 2024Expiry Date0.84Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9495Delta0.1775Gamma5.66Leverage Ratio-0.0068Theta0.0004Rho5.37Eff Leverage0.0005Vega