47.03Open43.57Pre Close12 Volume10 Open Interest120.00Strike Price56.30KTurnover1377.00%IV-0.07%PremiumAug 9, 2024Expiry Date46.94Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9952Delta0.0006Gamma3.55Leverage Ratio-4.0419Theta0.0001Rho3.54Eff Leverage0.0002Vega