0.25Open0.20Pre Close2.70K Volume462 Open Interest3.00Strike Price56.75KTurnover80.44%IV12.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3561Delta0.5786Gamma18.06Leverage Ratio-0.0050Theta-0.0008Rho-6.43Eff Leverage0.0030Vega