0.04Open0.63Pre Close6 Volume246 Open Interest99.00Strike Price56.00Turnover155.88%IV6.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0672Delta0.0261Gamma707.33Leverage Ratio-0.9450Theta-0.0001Rho-47.53Eff Leverage0.0042Vega