0.05Open0.02Pre Close22 Volume276 Open Interest3.50Strike Price57.00Turnover114.81%IV2.52%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.2704Delta2.7807Gamma178.50Leverage Ratio-0.0650Theta0.0000Rho-48.27Eff Leverage0.0003Vega