0.05Open0.12Pre Close11 Volume84 Open Interest205.00Strike Price57.00Turnover46.05%IV7.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0216Delta0.0060Gamma3164.86Leverage Ratio-0.0587Theta-0.0003Rho-68.38Eff Leverage0.0097Vega