0.05Open0.05Pre Close10 Volume111 Open Interest21.50Strike Price57.00Turnover34.64%IV2.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2357Delta0.4402Gamma220.74Leverage Ratio-0.0333Theta0.0004Rho52.04Eff Leverage0.0062Vega