0.32Open0.50Pre Close2.75K Volume3.68K Open Interest22.50Strike Price56.79KTurnover143.18%IV2.73%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.2344Delta0.4739Gamma288.12Leverage Ratio-0.7094Theta0.0000Rho-67.54Eff Leverage0.0014Vega