0.06Open0.11Pre Close11 Volume1.01K Open Interest270.00Strike Price56.00Turnover53.36%IV10.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0157Delta0.0026Gamma3540.29Leverage Ratio-0.0661Theta-0.0004Rho-55.70Eff Leverage0.0110Vega