0.14Open0.13Pre Close4 Volume235 Open Interest22.00Strike Price56.00Turnover43.62%IV13.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.0778Delta0.0534Gamma254.10Leverage Ratio-0.0087Theta-0.0011Rho-19.77Eff Leverage0.0091Vega