0.08Open0.11Pre Close7 Volume85 Open Interest7.50Strike Price56.00Turnover110.09%IV32.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0546Delta0.0379Gamma145.87Leverage Ratio-0.0075Theta-0.0004Rho-7.96Eff Leverage0.0029Vega