0.06Open0.21Pre Close9 Volume14 Open Interest61.00Strike Price56.00Turnover50.94%IV8.51%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0553Delta0.0298Gamma380.51Leverage Ratio-0.0422Theta-0.0004Rho-21.06Eff Leverage0.0082Vega