0.01Open0.01Pre Close47 Volume391 Open Interest31.00Strike Price56.00Turnover86.22%IV22.48%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0129Delta0.0145Gamma2531.99Leverage Ratio-0.0070Theta0.0000Rho32.66Eff Leverage0.0009Vega