0.08Open0.12Pre Close7 Volume191 Open Interest195.00Strike Price56.00Turnover57.03%IV19.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0171Delta0.0032Gamma2042.63Leverage Ratio-0.0334Theta0.0006Rho34.98Eff Leverage0.0099Vega