56.77Open56.77Pre Close0 Volume4 Open Interest120.00Strike Price0.00Turnover64.56%IV5.00%PremiumJul 19, 2024Expiry Date48.35Intrinsic Value100Multiplier15DDays to Expiry8.42Extrinsic Value100Contract SizeAmericanOptions Type0.9956Delta0.0006Gamma3.46Leverage Ratio-0.0255Theta0.0509Rho3.44Eff Leverage0.0045Vega