2.73Open3.33Pre Close359 Volume370 Open Interest50.00Strike Price57.06KTurnover67.36%IV0.75%PremiumDec 13, 2024Expiry Date0.69Intrinsic Value100Multiplier0DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.6991Delta0.2534Gamma52.80Leverage Ratio-0.4166Theta0.0006Rho36.91Eff Leverage0.0071Vega