0.05Open0.08Pre Close11 Volume359 Open Interest275.00Strike Price56.00Turnover35.97%IV7.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0196Delta0.0056Gamma4282.17Leverage Ratio-0.0473Theta0.0004Rho84.01Eff Leverage0.0112Vega