0.14Open0.21Pre Close4 Volume16 Open Interest11.50Strike Price56.00Turnover30.76%IV0.95%PremiumJan 10, 2025Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.5639Delta1.8853Gamma115.30Leverage Ratio-0.0448Theta0.0002Rho65.02Eff Leverage0.0027Vega