0.04Open0.02Pre Close14 Volume510 Open Interest118.00Strike Price56.00Turnover153.47%IV6.71%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0232Delta0.0121Gamma3161.13Leverage Ratio-0.5798Theta0.0000Rho-73.49Eff Leverage0.0016Vega