0.02Open0.03Pre Close19 Volume368 Open Interest42.50Strike Price56.00Turnover89.33%IV4.52%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0616Delta0.1069Gamma1356.33Leverage Ratio-0.1864Theta0.0000Rho83.59Eff Leverage0.0015Vega