0.06Open0.06Pre Close17 Volume214 Open Interest24.00Strike Price56.00Turnover16.43%IV0.99%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.2036Delta1.0831Gamma807.00Leverage Ratio-0.0235Theta-0.0002Rho-164.33Eff Leverage0.0045Vega