0.03Open0.05Pre Close18 Volume1.09K Open Interest19.50Strike Price56.00Turnover57.96%IV3.86%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1093Delta0.3245Gamma626.83Leverage Ratio-0.0300Theta0.0001Rho68.51Eff Leverage0.0019Vega