0.30Open0.30Pre Close2 Volume160 Open Interest165.00Strike Price57.00Turnover29.71%IV9.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.0523Delta0.0097Gamma726.04Leverage Ratio-0.0365Theta-0.0036Rho-38.00Eff Leverage0.0398Vega