0.15Open0.12Pre Close4 Volume172 Open Interest100.50Strike Price57.00Turnover586.02%IV0.29%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4266Delta0.8167Gamma669.07Leverage Ratio-397.2118Theta0.0000Rho285.45Eff Leverage0.0003Vega