0.05Open0.02Pre Close22 Volume280 Open Interest3.50Strike Price57.00Turnover65.54%IV2.52%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.2701Delta2.7738Gamma178.50Leverage Ratio-0.0210Theta0.0000Rho-48.21Eff Leverage0.0006Vega