0.56Open1.38Pre Close1 Volume266 Open Interest232.50Strike Price56.00Turnover33.14%IV0.86%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.1604Delta0.1377Gamma1169.75Leverage Ratio-1.1321Theta-0.0002Rho-187.64Eff Leverage0.0130Vega