0.37Open0.42Pre Close1.16K Volume1.92K Open Interest28.50Strike Price56.75KTurnover815.16%IV0.07%PremiumDec 27, 2024Expiry Date0.46Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9559Delta0.3383Gamma65.82Leverage Ratio-24.5453Theta0.0000Rho62.91Eff Leverage0.0000Vega