0.57Open0.35Pre Close1 Volume12 Open Interest34.00Strike Price57.00Turnover24.24%IV2.17%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.4366Delta0.2320Gamma59.95Leverage Ratio-0.0202Theta-0.0057Rho-26.17Eff Leverage0.0278Vega