0.03Open0.03Pre Close29 Volume849 Open Interest4.50Strike Price57.00Turnover887.76%IV117.31%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0485Delta0.1170Gamma138.67Leverage Ratio-0.0512Theta0.0000Rho6.72Eff Leverage0.0001Vega