0.07Open0.12Pre Close11 Volume309 Open Interest18.50Strike Price57.00Turnover112.74%IV14.72%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0777Delta0.0982Gamma323.40Leverage Ratio-0.0373Theta0.0001Rho25.12Eff Leverage0.0019Vega