105.90Open85.00Pre Close5 Volume16 Open Interest2950.00Strike Price56.06KTurnover17.01%IV0.99%PremiumJul 19, 2024Expiry Date85.12Intrinsic Value100Multiplier17DDays to Expiry28.40Extrinsic Value100Contract SizeAmericanOptions Type-0.7815Delta0.0032Gamma29.61Leverage Ratio-0.6749Theta-0.6975Rho-23.14Eff Leverage1.7996Vega