56.45Open56.45Pre Close0 Volume0 Open Interest50.00Strike Price0.00Turnover122.95%IV2.04%PremiumJan 17, 2025Expiry Date54.32Intrinsic Value100Multiplier22DDays to Expiry2.13Extrinsic Value100Contract SizeAmericanOptions Type0.9954Delta0.0004Gamma1.91Leverage Ratio-0.0150Theta0.0295Rho1.91Eff Leverage0.0034Vega