0.14Open0.38Pre Close4 Volume823 Open Interest116.00Strike Price56.00Turnover34.19%IV5.71%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0772Delta0.0354Gamma784.79Leverage Ratio-0.0639Theta0.0010Rho60.55Eff Leverage0.0173Vega