0.16Open0.13Pre Close4 Volume780 Open Interest435.00Strike Price57.00Turnover25.34%IV4.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.0265Delta0.0057Gamma4339.14Leverage Ratio-0.0793Theta-0.0010Rho-115.19Eff Leverage0.0262Vega