0.14Open0.10Pre Close5 Volume8.11K Open Interest10.00Strike Price57.00Turnover34.57%IV6.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1723Delta0.4594Gamma188.60Leverage Ratio-0.0069Theta0.0005Rho32.51Eff Leverage0.0041Vega