0.25Open0.35Pre Close2 Volume581 Open Interest35.00Strike Price57.00Turnover45.86%IV5.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.2379Delta0.1684Gamma134.36Leverage Ratio-0.0567Theta0.0011Rho31.97Eff Leverage0.0124Vega