0.10Open0.12Pre Close19 Volume916 Open Interest557.50Strike Price57.00Turnover363.18%IV1.91%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0121Delta0.0066Gamma27354.00Leverage Ratio-32.0644Theta0.0000Rho332.30Eff Leverage0.0004Vega