0.02Open0.05Pre Close24 Volume2.17K Open Interest5.50Strike Price56.00Turnover4525.74%IV12.17%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1321Delta0.4542Gamma164.33Leverage Ratio-30.5321Theta0.0000Rho21.71Eff Leverage0.0000Vega