0.03Open0.02Pre Close24 Volume1.84K Open Interest9.50Strike Price57.00Turnover472.11%IV14.21%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0448Delta0.0899Gamma552.50Leverage Ratio-0.3229Theta0.0000Rho-24.73Eff Leverage0.0002Vega