0.03Open0.03Pre Close52 Volume2.73K Open Interest35.00Strike Price56.00Turnover53.43%IV10.55%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0253Delta0.0371Gamma2111.33Leverage Ratio-0.0111Theta0.0001Rho53.47Eff Leverage0.0018Vega