0.14Open0.10Pre Close4 Volume171 Open Interest12.50Strike Price56.00Turnover92.83%IV32.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1409Delta0.1043Gamma68.21Leverage Ratio-0.0113Theta0.0007Rho9.61Eff Leverage0.0052Vega