3.35Open5.00Pre Close170 Volume803 Open Interest167.50Strike Price57.38KTurnover48.57%IV1.18%PremiumDec 20, 2024Expiry Date0.92Intrinsic Value100Multiplier2DDays to Expiry1.98Extrinsic Value100Contract SizeAmericanOptions Type0.5525Delta0.0627Gamma55.13Leverage Ratio-0.6695Theta0.0054Rho30.46Eff Leverage0.0514Vega