0.05Open0.05Pre Close17 Volume605 Open Interest68.00Strike Price56.00Turnover47.69%IV5.87%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0461Delta0.0454Gamma1606.50Leverage Ratio-0.0378Theta0.0001Rho74.04Eff Leverage0.0043Vega