0.15Open0.36Pre Close4 Volume224 Open Interest14.00Strike Price57.00Turnover116.13%IV29.47%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0572Delta0.0256Gamma164.00Leverage Ratio-0.0176Theta-0.0004Rho-9.38Eff Leverage0.0044Vega