0.27Open0.25Pre Close2 Volume71 Open Interest2.00Strike Price57.00Turnover127.93%IV2.22%PremiumJan 17, 2025Expiry Date0.25Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7091Delta0.5085Gamma5.63Leverage Ratio-0.0060Theta0.0007Rho3.99Eff Leverage0.0018Vega