0.04Open0.10Pre Close22 Volume447 Open Interest23.00Strike Price57.00Turnover61.21%IV10.96%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0309Delta0.0429Gamma1290.50Leverage Ratio-0.0121Theta-0.0001Rho-39.89Eff Leverage0.0019Vega