0.05Open0.15Pre Close4 Volume255 Open Interest12.00Strike Price56.00Turnover114.27%IV60.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1162Delta0.0778Gamma60.68Leverage Ratio-0.0082Theta0.0006Rho7.05Eff Leverage0.0043Vega