0.11Open0.05Pre Close7 Volume46 Open Interest9.00Strike Price57.00Turnover45.61%IV6.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1570Delta0.4813Gamma211.50Leverage Ratio-0.0099Theta0.0002Rho33.21Eff Leverage0.0026Vega