0.04Open0.04Pre Close6.40K Volume14.63K Open Interest4.00Strike Price56.13KTurnover57.64%IV1.01%PremiumJan 10, 2025Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6058Delta2.2854Gamma41.58Leverage Ratio-0.0184Theta-0.0001Rho-25.19Eff Leverage0.0011Vega