0.24Open0.05Pre Close16 Volume301 Open Interest300.00Strike Price56.00Turnover44.29%IV5.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0102Delta0.0037Gamma11328.80Leverage Ratio-0.0250Theta0.0001Rho115.29Eff Leverage0.0045Vega