0.01Open0.01Pre Close56 Volume103 Open Interest12.50Strike Price56.00Turnover162.82%IV32.63%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0088Delta0.0075Gamma1854.00Leverage Ratio-0.0069Theta0.0000Rho-16.39Eff Leverage0.0005Vega