0.14Open0.16Pre Close9 Volume3.56K Open Interest458.00Strike Price57.00Turnover12.56%IV1.59%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0383Delta0.0212Gamma7515.67Leverage Ratio-0.0575Theta0.0008Rho287.70Eff Leverage0.0260Vega