0.07Open0.09Pre Close15.26K Volume14.79K Open Interest11.50Strike Price56.38KTurnover40.08%IV4.81%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1520Delta0.5209Gamma314.57Leverage Ratio-0.0139Theta0.0002Rho47.81Eff Leverage0.0026Vega