0.05Open0.16Pre Close12 Volume51 Open Interest41.50Strike Price56.00Turnover64.52%IV8.79%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0334Delta0.0331Gamma1515.50Leverage Ratio-0.0265Theta-0.0001Rho-50.57Eff Leverage0.0026Vega