56.93Open54.63Pre Close8 Volume3.64K Open Interest17.00Strike Price45.95KTurnover1401.48%IV0.73%PremiumDec 20, 2024Expiry Date57.21Intrinsic Value100Multiplier0DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.9975Delta0.0002Gamma1.30Leverage Ratio-0.2329Theta0.0003Rho1.29Eff Leverage0.0002Vega