5.85Open4.30Pre Close94 Volume1.11K Open Interest75.00Strike Price56.36KTurnover362.14%IV0.99%PremiumDec 27, 2024Expiry Date6.32Intrinsic Value100Multiplier0DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.7523Delta0.0388Gamma9.22Leverage Ratio-3.3169Theta-0.0006Rho-6.94Eff Leverage0.0071Vega