0.04Open0.63Pre Close6 Volume246 Open Interest99.00Strike Price56.00Turnover180.17%IV6.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0672Delta0.0261Gamma707.33Leverage Ratio-1.2631Theta0.0000Rho-47.53Eff Leverage0.0036Vega