0.28Open0.60Pre Close2 Volume46 Open Interest50.00Strike Price56.00Turnover41.03%IV12.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.1112Delta0.0306Gamma161.83Leverage Ratio-0.0218Theta-0.0043Rho-17.99Eff Leverage0.0286Vega