0.10Open0.10Pre Close6 Volume920 Open Interest50.00Strike Price57.00Turnover88.72%IV8.37%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0859Delta0.0605Gamma462.30Leverage Ratio-0.0969Theta0.0002Rho39.70Eff Leverage0.0046Vega