56.40Open57.20Pre Close8 Volume404 Open Interest450.00Strike Price45.56KTurnover827.84%IV0.08%PremiumAug 16, 2024Expiry Date56.66Intrinsic Value100Multiplier-1DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.9860Delta0.0013Gamma8.92Leverage Ratio-28.2280Theta0.0002Rho8.79Eff Leverage0.0012Vega