0.03Open0.04Pre Close12 Volume966 Open Interest27.50Strike Price57.00Turnover28.11%IV6.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0809Delta0.1124Gamma585.00Leverage Ratio-0.0099Theta-0.0006Rho-47.34Eff Leverage0.0071Vega