0.57Open0.62Pre Close1 Volume618 Open Interest70.00Strike Price57.00Turnover35.89%IV5.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.2325Delta0.0766Gamma116.49Leverage Ratio-0.0627Theta0.0041Rho27.08Eff Leverage0.0339Vega