0.20Open0.18Pre Close2.95K Volume2.14K Open Interest38.00Strike Price56.25KTurnover42.26%IV3.48%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2626Delta0.2163Gamma175.79Leverage Ratio-0.0767Theta0.0009Rho46.16Eff Leverage0.0116Vega