0.30Open1.15Pre Close2.39K Volume7.57K Open Interest56.00Strike Price56.36KTurnover81.78%IV3.46%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.1814Delta0.1463Gamma310.29Leverage Ratio-0.3974Theta0.0002Rho56.29Eff Leverage0.0058Vega