5.85Open4.30Pre Close94 Volume1.15K Open Interest75.00Strike Price56.36KTurnover229.32%IV0.99%PremiumDec 27, 2024Expiry Date6.32Intrinsic Value100Multiplier1DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.7518Delta0.0388Gamma9.22Leverage Ratio-1.3255Theta-0.0015Rho-6.93Eff Leverage0.0113Vega