0.02Open0.03Pre Close42 Volume606 Open Interest55.00Strike Price57.00Turnover30.36%IV4.51%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0277Delta0.0455Gamma3839.33Leverage Ratio-0.0130Theta-0.0001Rho-106.38Eff Leverage0.0029Vega