0.02Open0.03Pre Close34 Volume1.17K Open Interest11.00Strike Price56.00Turnover139.13%IV17.74%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0539Delta0.1201Gamma468.00Leverage Ratio-0.0187Theta0.0000Rho25.20Eff Leverage0.0007Vega