0.57Open0.45Pre Close1 Volume8.09K Open Interest5.00Strike Price57.00Turnover35.55%IV1.64%PremiumJan 17, 2025Expiry Date0.48Intrinsic Value100Multiplier22DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8705Delta0.4433Gamma10.44Leverage Ratio-0.0028Theta0.0025Rho9.09Eff Leverage0.0028Vega