0.19Open0.10Pre Close3 Volume38 Open Interest17.50Strike Price57.00Turnover29.01%IV4.61%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.3046Delta0.3472Gamma89.00Leverage Ratio-0.0122Theta0.0021Rho27.11Eff Leverage0.0122Vega