0.16Open0.13Pre Close4 Volume780 Open Interest435.00Strike Price57.00Turnover25.94%IV4.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.0264Delta0.0056Gamma4135.91Leverage Ratio-0.0811Theta-0.0009Rho-108.98Eff Leverage0.0256Vega