0.07Open0.20Pre Close5 Volume238 Open Interest210.00Strike Price57.00Turnover29.04%IV14.95%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0225Delta0.0044Gamma1828.20Leverage Ratio-0.0167Theta0.0021Rho41.11Eff Leverage0.0225Vega