0.07Open0.46Pre Close6 Volume138 Open Interest187.50Strike Price57.00Turnover29.42%IV2.28%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0636Delta0.0434Gamma2397.38Leverage Ratio-0.1815Theta-0.0003Rho-152.55Eff Leverage0.0122Vega