0.05Open0.45Pre Close11 Volume16 Open Interest45.00Strike Price56.00Turnover98.90%IV21.16%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0396Delta0.0218Gamma619.83Leverage Ratio-0.0344Theta0.0002Rho24.52Eff Leverage0.0034Vega