0.51Open0.53Pre Close2.97K Volume5.31K Open Interest80.00Strike Price56.08KTurnover32.04%IV2.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1971Delta0.1503Gamma391.85Leverage Ratio-0.1320Theta0.0008Rho77.22Eff Leverage0.0160Vega