9.30Open3.00Pre Close61 Volume56 Open Interest35.00Strike Price56.32KTurnover63.09%IV1.56%PremiumJan 17, 2025Expiry Date8.79Intrinsic Value100Multiplier21DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.9781Delta0.0256Gamma2.98Leverage Ratio-0.0032Theta-0.0055Rho-2.91Eff Leverage0.0031Vega