0.06Open0.05Pre Close9 Volume661 Open Interest13.00Strike Price57.00Turnover19.91%IV4.31%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2316Delta0.5362Gamma167.07Leverage Ratio-0.0050Theta0.0015Rho38.69Eff Leverage0.0087Vega