0.01Open0.05Pre Close56 Volume4 Open Interest33.50Strike Price56.00Turnover51.48%IV12.68%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0172Delta0.0259Gamma2974.00Leverage Ratio-0.0065Theta0.0001Rho51.12Eff Leverage0.0014Vega