0.16Open0.30Pre Close5 Volume5 Open Interest25.50Strike Price56.00Turnover27.25%IV2.46%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2437Delta0.4458Gamma249.85Leverage Ratio-0.0298Theta0.0006Rho60.89Eff Leverage0.0081Vega