0.56Open0.60Pre Close1 Volume539 Open Interest19.00Strike Price56.00Turnover32.43%IV4.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.3987Delta0.2113Gamma35.13Leverage Ratio-0.0105Theta-0.0062Rho-14.00Eff Leverage0.0219Vega