0.15Open0.22Pre Close1.71K Volume7.27K Open Interest44.00Strike Price56.16KTurnover36.78%IV2.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0990Delta0.1792Gamma612.36Leverage Ratio-0.0438Theta0.0002Rho60.59Eff Leverage0.0046Vega