0.06Open0.03Pre Close12 Volume52 Open Interest50.00Strike Price57.00Turnover673.48%IV3.68%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0274Delta0.0663Gamma1037.20Leverage Ratio-10.2914Theta0.0000Rho-28.37Eff Leverage0.0001Vega