0.05Open0.05Pre Close24 Volume1.95K Open Interest80.00Strike Price56.00Turnover10.35%IV4.06%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0324Delta0.0457Gamma2563.50Leverage Ratio-0.0041Theta0.0010Rho83.12Eff Leverage0.0112Vega