0.16Open0.13Pre Close4 Volume780 Open Interest435.00Strike Price57.00Turnover24.74%IV4.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.0272Delta0.0060Gamma4135.05Leverage Ratio-0.0792Theta-0.0010Rho-112.37Eff Leverage0.0266Vega