0.07Open0.23Pre Close7 Volume347 Open Interest42.50Strike Price56.00Turnover186.28%IV34.10%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0411Delta0.0173Gamma396.63Leverage Ratio-0.0624Theta0.0001Rho16.28Eff Leverage0.0024Vega