0.08Open0.11Pre Close7 Volume85 Open Interest7.50Strike Price56.00Turnover109.37%IV32.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0551Delta0.0385Gamma145.60Leverage Ratio-0.0075Theta-0.0004Rho-8.02Eff Leverage0.0029Vega