6.96Open4.67Pre Close83 Volume585 Open Interest125.00Strike Price56.09KTurnover39.77%IV0.34%PremiumDec 20, 2024Expiry Date6.45Intrinsic Value100Multiplier5DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.8742Delta0.0347Gamma19.05Leverage Ratio-0.1407Theta0.0140Rho16.65Eff Leverage0.0309Vega