0.56Open0.45Pre Close1 Volume118 Open Interest32.50Strike Price56.00Turnover35.87%IV7.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.2851Delta0.1284Gamma68.36Leverage Ratio-0.0225Theta0.0048Rho19.49Eff Leverage0.0250Vega