0.07Open0.08Pre Close10 Volume958 Open Interest48.50Strike Price57.00Turnover82.12%IV11.04%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0461Delta0.0252Gamma726.13Leverage Ratio-0.0553Theta-0.0002Rho-33.48Eff Leverage0.0045Vega