0.27Open0.40Pre Close2 Volume44 Open Interest59.00Strike Price57.00Turnover31.87%IV1.26%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4015Delta0.2424Gamma130.13Leverage Ratio-0.1306Theta0.0017Rho52.25Eff Leverage0.0194Vega