0.05Open0.07Pre Close9 Volume236 Open Interest10.50Strike Price56.00Turnover180.62%IV28.78%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0843Delta0.1117Gamma164.00Leverage Ratio-0.0298Theta0.0001Rho13.82Eff Leverage0.0012Vega