0.16Open0.17Pre Close3.83K Volume9.02K Open Interest4.50Strike Price57.05KTurnover73.22%IV1.82%PremiumDec 6, 2024Expiry Date0.10Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6101Delta1.2418Gamma24.44Leverage Ratio-0.0187Theta-0.0002Rho-14.91Eff Leverage0.0016Vega