0.09Open0.04Pre Close7 Volume265 Open Interest932.50Strike Price56.00Turnover1656.11%IV4.05%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0041Delta0.0008Gamma48594.00Leverage Ratio-241.1165Theta0.0000Rho-201.63Eff Leverage0.0001Vega