12.74Open15.53Pre Close52 Volume510 Open Interest453.00Strike Price56.63KTurnover29.25%IV0.04%PremiumAug 6, 2024Expiry Date9.41Intrinsic Value100Multiplier0DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.9596Delta0.0190Gamma46.92Leverage Ratio-0.3412Theta-0.0041Rho-45.02Eff Leverage0.0145Vega