0.05Open0.16Pre Close12 Volume51 Open Interest41.50Strike Price56.00Turnover65.05%IV8.72%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0331Delta0.0326Gamma1514.33Leverage Ratio-0.0266Theta-0.0001Rho-50.16Eff Leverage0.0026Vega