0.57Open0.04Pre Close1 Volume72 Open Interest177.50Strike Price57.00Turnover53.07%IV8.25%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.0145Delta0.0048Gamma1101.97Leverage Ratio-0.0381Theta-0.0001Rho-16.00Eff Leverage0.0053Vega