0.03Open0.06Pre Close18 Volume48 Open Interest290.00Strike Price56.00Turnover76.37%IV18.51%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0051Delta0.0009Gamma9789.20Leverage Ratio-0.0233Theta0.0001Rho49.52Eff Leverage0.0030Vega