0.06Open0.01Pre Close12 Volume254 Open Interest60.00Strike Price57.00Turnover65.61%IV16.82%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0091Delta0.0074Gamma5137.00Leverage Ratio-0.0079Theta0.0000Rho46.95Eff Leverage0.0012Vega