0.04Open0.04Pre Close6.40K Volume14.63K Open Interest4.00Strike Price56.13KTurnover64.25%IV1.01%PremiumJan 10, 2025Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6065Delta2.2880Gamma41.58Leverage Ratio-0.0241Theta-0.0001Rho-25.22Eff Leverage0.0010Vega