0.57Open0.62Pre Close1 Volume618 Open Interest70.00Strike Price57.00Turnover38.01%IV5.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.2389Delta0.0734Gamma116.26Leverage Ratio-0.0671Theta0.0043Rho27.77Eff Leverage0.0344Vega