0.01Open0.01Pre Close56 Volume425 Open Interest30.00Strike Price56.00Turnover50.06%IV9.29%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0230Delta0.0461Gamma2746.00Leverage Ratio-0.0083Theta0.0000Rho63.10Eff Leverage0.0013Vega