3.50Open2.89Pre Close162 Volume164 Open Interest25.50Strike Price56.70KTurnover1203.07%IV0.28%PremiumJul 12, 2024Expiry Date3.42Intrinsic Value100Multiplier-1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8613Delta0.0623Gamma7.85Leverage Ratio-10.3065Theta0.0000Rho6.76Eff Leverage0.0007Vega