0.56Open1.20Pre Close1 Volume476 Open Interest110.00Strike Price56.00Turnover86.20%IV7.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.1291Delta0.0250Gamma212.20Leverage Ratio-0.3414Theta-0.0010Rho-27.40Eff Leverage0.0205Vega