0.15Open0.03Pre Close5 Volume231 Open Interest31.00Strike Price56.00Turnover116.63%IV15.91%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0434Delta0.0243Gamma525.43Leverage Ratio-0.0497Theta-0.0001Rho-22.82Eff Leverage0.0030Vega