0.04Open0.10Pre Close22 Volume448 Open Interest23.00Strike Price57.00Turnover66.02%IV10.96%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0309Delta0.0429Gamma1290.50Leverage Ratio-0.0136Theta-0.0001Rho-39.91Eff Leverage0.0017Vega