0.01Open0.09Pre Close12 Volume1.12K Open Interest35.00Strike Price56.00Turnover1087.78%IV22.08%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0406Delta0.0276Gamma574.20Leverage Ratio-3.4732Theta0.0000Rho23.34Eff Leverage0.0003Vega