0.27Open0.40Pre Close2 Volume44 Open Interest59.00Strike Price57.00Turnover40.11%IV1.26%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4003Delta0.2412Gamma130.13Leverage Ratio-0.2202Theta0.0011Rho52.09Eff Leverage0.0154Vega