0.03Open0.04Pre Close23 Volume836 Open Interest52.00Strike Price56.00Turnover54.33%IV11.27%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0304Delta0.0265Gamma1558.67Leverage Ratio-0.0191Theta0.0001Rho47.33Eff Leverage0.0033Vega