0.28Open0.20Pre Close2 Volume237 Open Interest3.50Strike Price57.00Turnover79.47%IV7.23%PremiumJan 17, 2025Expiry Date0.04Intrinsic Value100Multiplier22DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4651Delta0.5844Gamma12.58Leverage Ratio-0.0060Theta-0.0010Rho-5.85Eff Leverage0.0034Vega