0.02Open0.01Pre Close24 Volume243 Open Interest165.00Strike Price56.00Turnover82.77%IV27.37%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0042Delta0.0011Gamma8638.00Leverage Ratio-0.0114Theta0.0001Rho36.60Eff Leverage0.0018Vega