0.64Open0.45Pre Close3.05K Volume6 Open Interest2.50Strike Price56.66KTurnover229.19%IV8.91%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3795Delta0.6554Gamma12.02Leverage Ratio-0.0346Theta-0.0001Rho-4.56Eff Leverage0.0010Vega