56.80Open56.80Pre Close0 Volume12 Open Interest85.00Strike Price0.00Turnover9741.52%IV0.79%PremiumNov 29, 2024Expiry Date55.69Intrinsic Value100Multiplier0DDays to Expiry1.11Extrinsic Value100Contract SizeAmericanOptions Type0.9880Delta0.0009Gamma2.51Leverage Ratio-220.6136Theta0.0000Rho2.48Eff Leverage0.0001Vega