0.30Open0.12Pre Close2 Volume528 Open Interest42.00Strike Price56.00Turnover23.47%IV4.37%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.2540Delta0.1587Gamma134.97Leverage Ratio-0.0212Theta0.0045Rho34.28Eff Leverage0.0276Vega