0.01Open0.01Pre Close56 Volume5.91K Open Interest2.50Strike Price56.00Turnover160.18%IV17.29%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0931Delta0.6906Gamma214.00Leverage Ratio-0.0088Theta0.0000Rho19.92Eff Leverage0.0003Vega