0.04Open0.09Pre Close15 Volume137 Open Interest97.00Strike Price56.00Turnover71.37%IV16.74%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0204Delta0.0080Gamma1846.89Leverage Ratio-0.0301Theta0.0002Rho37.64Eff Leverage0.0042Vega