0.26Open0.40Pre Close2 Volume399 Open Interest17.50Strike Price56.00Turnover26.80%IV5.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3318Delta0.3057Gamma56.20Leverage Ratio-0.0093Theta0.0037Rho18.65Eff Leverage0.0161Vega