0.20Open0.04Pre Close625 Volume35 Open Interest87.00Strike Price56.01KTurnover80.66%IV5.59%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.2088Delta0.0611Gamma153.59Leverage Ratio-0.3808Theta0.0008Rho32.07Eff Leverage0.0167Vega