0.27Open0.40Pre Close2 Volume44 Open Interest59.00Strike Price57.00Turnover35.11%IV1.26%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4009Delta0.2418Gamma130.13Leverage Ratio-0.1616Theta0.0014Rho52.17Eff Leverage0.0176Vega