0.14Open0.05Pre Close4 Volume10 Open Interest12.50Strike Price56.00Turnover172.46%IV12.24%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2092Delta0.2144Gamma75.13Leverage Ratio-0.1111Theta0.0001Rho15.72Eff Leverage0.0022Vega