0.28Open0.21Pre Close2 Volume13 Open Interest12.50Strike Price56.00Turnover3780.12%IV6.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.3031Delta0.2548Gamma46.86Leverage Ratio-87.6020Theta0.0000Rho-14.20Eff Leverage0.0001Vega