0.03Open0.05Pre Close14 Volume140 Open Interest332.50Strike Price57.00Turnover1039.78%IV3.70%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0160Delta0.0076Gamma10688.67Leverage Ratio-104.8698Theta0.0000Rho170.85Eff Leverage0.0002Vega