0.07Open0.10Pre Close8 Volume37 Open Interest34.50Strike Price56.00Turnover126.41%IV23.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0652Delta0.0345Gamma280.10Leverage Ratio-0.0527Theta0.0002Rho18.27Eff Leverage0.0037Vega