0.14Open0.26Pre Close4 Volume6 Open Interest53.00Strike Price56.00Turnover96.74%IV51.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0459Delta0.0120Gamma250.00Leverage Ratio-0.0185Theta0.0008Rho11.49Eff Leverage0.0080Vega