0.02Open0.09Pre Close28 Volume7 Open Interest39.00Strike Price56.00Turnover48.24%IV6.57%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0433Delta0.0551Gamma1390.67Leverage Ratio-0.0235Theta-0.0001Rho-60.26Eff Leverage0.0032Vega