0.15Open0.30Pre Close4 Volume76 Open Interest20.00Strike Price56.00Turnover49.87%IV15.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0737Delta0.0483Gamma236.40Leverage Ratio-0.0089Theta-0.0010Rho-17.42Eff Leverage0.0081Vega