0.20Open0.27Pre Close3 Volume160 Open Interest165.00Strike Price57.00Turnover31.60%IV10.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.0376Delta0.0072Gamma1049.66Leverage Ratio-0.0313Theta-0.0024Rho-39.42Eff Leverage0.0294Vega