20.05Open20.00Pre Close28 Volume143 Open Interest222.50Strike Price56.68KTurnover62.20%IV0.05%PremiumDec 6, 2024Expiry Date20.51Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9778Delta0.0049Gamma11.77Leverage Ratio-0.1135Theta0.0111Rho11.51Eff Leverage0.0092Vega