0.27Open0.30Pre Close3 Volume1.52K Open Interest115.00Strike Price57.00Turnover45.36%IV16.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0683Delta0.0139Gamma360.29Leverage Ratio-0.0383Theta0.0029Rho24.61Eff Leverage0.0275Vega