0.03Open0.05Pre Close21 Volume3.69K Open Interest5.00Strike Price57.00Turnover267.73%IV71.09%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0771Delta0.1476Gamma98.00Leverage Ratio-0.0116Theta0.0000Rho7.56Eff Leverage0.0005Vega