0.05Open0.16Pre Close12 Volume51 Open Interest41.50Strike Price56.00Turnover64.21%IV8.70%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0335Delta0.0333Gamma1514.00Leverage Ratio-0.0265Theta-0.0001Rho-50.72Eff Leverage0.0026Vega