0.15Open0.12Pre Close4 Volume172 Open Interest100.50Strike Price57.00Turnover273.58%IV0.29%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4718Delta0.9648Gamma669.07Leverage Ratio-102.4831Theta0.0000Rho315.69Eff Leverage0.0006Vega