0.20Open0.18Pre Close2.95K Volume2.14K Open Interest38.00Strike Price56.25KTurnover41.88%IV3.47%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2683Delta0.2204Gamma175.81Leverage Ratio-0.0771Theta0.0009Rho47.17Eff Leverage0.0118Vega