0.10Open0.28Pre Close4 Volume320 Open Interest485.00Strike Price56.00Turnover37.76%IV8.12%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.0163Delta0.0019Gamma4221.12Leverage Ratio-0.0812Theta-0.0009Rho-68.70Eff Leverage0.0227Vega