0.04Open0.03Pre Close17 Volume338 Open Interest21.00Strike Price56.00Turnover21.47%IV4.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0968Delta0.2566Gamma669.33Leverage Ratio-0.0066Theta0.0005Rho64.81Eff Leverage0.0053Vega