0.01Open0.02Pre Close52 Volume357 Open Interest25.50Strike Price57.00Turnover48.04%IV6.78%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0314Delta0.0855Gamma2389.00Leverage Ratio-0.0095Theta0.0000Rho75.04Eff Leverage0.0012Vega