0.04Open0.03Pre Close25 Volume983 Open Interest70.50Strike Price56.00Turnover131.71%IV5.13%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0210Delta0.0263Gamma4953.33Leverage Ratio-0.3168Theta0.0000Rho-103.87Eff Leverage0.0007Vega