0.04Open0.02Pre Close14 Volume510 Open Interest118.00Strike Price56.00Turnover152.15%IV6.86%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0238Delta0.0127Gamma3166.25Leverage Ratio-0.5948Theta0.0000Rho-75.36Eff Leverage0.0016Vega