0.90Open0.90Pre Close843 Volume803 Open Interest14.50Strike Price56.82KTurnover152.06%IV6.57%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.4474Delta0.2249Gamma25.73Leverage Ratio-0.1612Theta0.0004Rho11.51Eff Leverage0.0046Vega