0.21Open0.15Pre Close3 Volume2.76K Open Interest47.00Strike Price57.00Turnover12.79%IV1.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.2625Delta0.4112Gamma371.60Leverage Ratio-0.0217Theta0.0021Rho97.53Eff Leverage0.0202Vega