0.15Open0.18Pre Close2.46K Volume1.12K Open Interest13.50Strike Price56.73KTurnover112.00%IV7.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.3797Delta0.2516Gamma34.48Leverage Ratio-0.0772Theta0.0005Rho13.09Eff Leverage0.0051Vega