0.04Open0.06Pre Close32 Volume211 Open Interest28.50Strike Price56.00Turnover44.71%IV2.20%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0897Delta0.3384Gamma1456.50Leverage Ratio-0.0767Theta0.0000Rho-130.58Eff Leverage0.0017Vega