0.27Open0.25Pre Close2 Volume71 Open Interest2.00Strike Price57.00Turnover126.09%IV2.22%PremiumJan 17, 2025Expiry Date0.25Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7093Delta0.5086Gamma5.63Leverage Ratio-0.0058Theta0.0007Rho3.99Eff Leverage0.0018Vega