0.26Open0.35Pre Close2 Volume145 Open Interest20.00Strike Price56.00Turnover75.70%IV8.12%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2275Delta0.1394Gamma71.47Leverage Ratio-0.0507Theta-0.0009Rho-16.26Eff Leverage0.0086Vega