0.01Open0.02Pre Close37 Volume413 Open Interest80.00Strike Price56.00Turnover107.84%IV23.08%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0056Delta0.0015Gamma5198.50Leverage Ratio-0.0164Theta0.0000Rho-29.22Eff Leverage0.0016Vega