0.68Open0.65Pre Close1.26K Volume3.02K Open Interest26.00Strike Price56.24KTurnover1093.86%IV0.04%PremiumDec 13, 2024Expiry Date0.42Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8492Delta0.6059Gamma58.80Leverage Ratio-64.8560Theta0.0000Rho-49.93Eff Leverage0.0001Vega