0.20Open0.30Pre Close3 Volume495 Open Interest72.00Strike Price57.00Turnover11.06%IV2.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1759Delta0.1384Gamma351.15Leverage Ratio-0.0128Theta0.0071Rho61.75Eff Leverage0.0436Vega