0.03Open0.07Pre Close19 Volume68 Open Interest146.00Strike Price56.00Turnover86.55%IV12.25%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0284Delta0.0056Gamma1279.54Leverage Ratio-0.1108Theta-0.0003Rho-36.32Eff Leverage0.0087Vega