0.01Open0.02Pre Close56 Volume1.68K Open Interest74.50Strike Price56.00Turnover203.40%IV14.49%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0063Gamma6508.00Leverage Ratio-0.1331Theta0.0000Rho54.71Eff Leverage0.0004Vega