56.48Open56.03Pre Close1 Volume18 Open Interest165.00Strike Price5.65KTurnover149.52%IV-0.53%PremiumAug 16, 2024Expiry Date57.67Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9929Delta0.0007Gamma3.84Leverage Ratio-0.0844Theta0.0113Rho3.81Eff Leverage0.0037Vega