0.56Open0.60Pre Close1 Volume104 Open Interest6.00Strike Price56.00Turnover187.22%IV1.86%PremiumSep 20, 2024Expiry Date0.44Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6868Delta0.3069Gamma9.20Leverage Ratio-0.0661Theta0.0003Rho6.32Eff Leverage0.0022Vega