0.57Open0.71Pre Close1 Volume32 Open Interest5.00Strike Price57.00Turnover35.66%IV0.23%PremiumDec 20, 2024Expiry Date0.56Intrinsic Value100Multiplier28DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8835Delta0.5315Gamma7.72Leverage Ratio-0.0012Theta-0.0019Rho-6.82Eff Leverage0.0023Vega