0.07Open0.05Pre Close11 Volume654 Open Interest30.00Strike Price57.00Turnover30.32%IV5.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0882Delta0.1325Gamma631.00Leverage Ratio-0.0157Theta-0.0004Rho-55.67Eff Leverage0.0064Vega