0.07Open0.06Pre Close8 Volume48 Open Interest91.00Strike Price56.00Turnover41.06%IV8.70%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0208Delta0.0111Gamma2845.43Leverage Ratio-0.0207Theta-0.0002Rho-59.14Eff Leverage0.0055Vega