0.03Open0.02Pre Close29 Volume1.37K Open Interest72.00Strike Price56.00Turnover94.32%IV5.93%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0133Delta0.0161Gamma7653.00Leverage Ratio-0.1039Theta0.0000Rho-102.16Eff Leverage0.0008Vega