0.02Open0.04Pre Close17 Volume78 Open Interest89.00Strike Price57.00Turnover64.46%IV11.48%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0565Delta0.0214Gamma638.96Leverage Ratio-0.0685Theta0.0005Rho36.11Eff Leverage0.0094Vega