0.05Open0.16Pre Close12 Volume51 Open Interest41.50Strike Price56.00Turnover61.95%IV8.85%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0341Delta0.0344Gamma1516.50Leverage Ratio-0.0260Theta-0.0001Rho-51.67Eff Leverage0.0027Vega