2.54Open4.43Pre Close119 Volume113 Open Interest262.50Strike Price56.65KTurnover32.20%IV1.25%PremiumAug 2, 2024Expiry Date1.60Intrinsic Value100Multiplier4DDays to Expiry3.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5482Delta0.0425Gamma57.34Leverage Ratio-0.4151Theta-0.0163Rho-31.43Eff Leverage0.1150Vega