0.04Open0.15Pre Close7 Volume10 Open Interest92.50Strike Price56.00Turnover568.30%IV0.28%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.3156Delta0.8078Gamma1029.67Leverage Ratio-313.3541Theta0.0000Rho-324.95Eff Leverage0.0003Vega