0.05Open0.12Pre Close16 Volume335 Open Interest41.00Strike Price56.00Turnover865.73%IV21.71%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0171Delta0.0068Gamma1308.00Leverage Ratio-1.7595Theta0.0000Rho-22.40Eff Leverage0.0003Vega