0.05Open0.05Pre Close17 Volume605 Open Interest68.00Strike Price56.00Turnover46.97%IV6.65%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0394Delta0.0382Gamma1822.57Leverage Ratio-0.0318Theta0.0001Rho71.89Eff Leverage0.0040Vega