2.73Open3.33Pre Close359 Volume464 Open Interest50.00Strike Price57.06KTurnover110.11%IV0.75%PremiumDec 13, 2024Expiry Date0.69Intrinsic Value100Multiplier0DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.6664Delta0.2158Gamma52.80Leverage Ratio-0.9447Theta0.0003Rho35.19Eff Leverage0.0056Vega