0.56Open1.20Pre Close1 Volume476 Open Interest110.00Strike Price56.00Turnover83.41%IV7.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.1291Delta0.0250Gamma212.20Leverage Ratio-0.3213Theta-0.0011Rho-27.39Eff Leverage0.0212Vega