0.05Open0.03Pre Close11 Volume264 Open Interest1030.00Strike Price56.00Turnover60.29%IV12.92%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0046Delta0.0003Gamma20270.67Leverage Ratio-0.0585Theta0.0002Rho92.41Eff Leverage0.0094Vega