0.07Open0.10Pre Close8 Volume37 Open Interest34.50Strike Price56.00Turnover117.72%IV23.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0506Delta0.0301Gamma399.43Leverage Ratio-0.0387Theta0.0001Rho20.20Eff Leverage0.0031Vega