0.05Open0.08Pre Close32 Volume1.85K Open Interest50.00Strike Price56.00Turnover3740.65%IV5.24%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0500Delta0.0711Gamma1584.67Leverage Ratio-293.7338Theta0.0000Rho79.30Eff Leverage0.0000Vega