0.05Open0.08Pre Close11 Volume359 Open Interest275.00Strike Price56.00Turnover35.79%IV7.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0197Delta0.0057Gamma4284.00Leverage Ratio-0.0473Theta0.0004Rho84.37Eff Leverage0.0112Vega