0.08Open0.03Pre Close11 Volume37 Open Interest51.00Strike Price57.00Turnover339.53%IV90.31%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0193Delta0.0060Gamma536.40Leverage Ratio-0.0432Theta0.0000Rho10.33Eff Leverage0.0011Vega