0.38Open0.03Pre Close20 Volume120 Open Interest17.50Strike Price57.00Turnover196.28%IV57.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0139Delta0.0162Gamma1115.00Leverage Ratio-0.0075Theta0.0000Rho15.45Eff Leverage0.0004Vega