0.15Open0.30Pre Close4 Volume78 Open Interest20.00Strike Price56.00Turnover54.13%IV15.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0865Delta0.0510Gamma181.85Leverage Ratio-0.0111Theta-0.0012Rho-15.74Eff Leverage0.0090Vega