0.02Open0.03Pre Close19 Volume370 Open Interest42.50Strike Price56.00Turnover53.67%IV4.52%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0617Delta0.1072Gamma1356.33Leverage Ratio-0.0676Theta0.0001Rho83.68Eff Leverage0.0026Vega