0.15Open0.15Pre Close3.82K Volume1.51K Open Interest14.00Strike Price57.36KTurnover36.98%IV11.59%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1865Delta0.2092Gamma101.44Leverage Ratio-0.0066Theta0.0017Rho18.92Eff Leverage0.0093Vega