0.05Open0.05Pre Close17 Volume605 Open Interest68.00Strike Price56.00Turnover46.33%IV6.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0399Delta0.0391Gamma1823.71Leverage Ratio-0.0318Theta0.0001Rho72.84Eff Leverage0.0041Vega