0.57Open1.35Pre Close1 Volume339 Open Interest10.00Strike Price57.00Turnover38.06%IV1.08%PremiumJan 17, 2025Expiry Date0.47Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7518Delta0.5096Gamma17.33Leverage Ratio-0.0083Theta-0.0019Rho-13.03Eff Leverage0.0053Vega
72763215 : Keep an eye it may hit $11 not today though