0.05Open0.02Pre Close22 Volume280 Open Interest3.50Strike Price57.00Turnover64.38%IV2.52%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.2700Delta2.7734Gamma178.50Leverage Ratio-0.0203Theta0.0000Rho-48.20Eff Leverage0.0006Vega