0.16Open0.10Pre Close3 Volume515 Open Interest85.00Strike Price56.00Turnover22.99%IV4.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1097Delta0.0653Gamma541.67Leverage Ratio-0.0315Theta0.0021Rho59.42Eff Leverage0.0235Vega