4.54Open3.74Pre Close121 Volume227 Open Interest93.00Strike Price56.15KTurnover62.04%IV1.21%PremiumNov 29, 2024Expiry Date3.76Intrinsic Value100Multiplier1DDays to Expiry1.17Extrinsic Value100Contract SizeAmericanOptions Type0.9300Delta0.0511Gamma25.13Leverage Ratio-0.2548Theta0.0017Rho23.37Eff Leverage0.0057Vega