0.01Open0.01Pre Close56 Volume1.64K Open Interest3.50Strike Price56.00Turnover155.15%IV25.11%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0320Delta0.0951Gamma466.00Leverage Ratio-0.0058Theta0.0000Rho-14.91Eff Leverage0.0003Vega