12.74Open15.53Pre Close52 Volume510 Open Interest453.00Strike Price56.63KTurnover33.88%IV0.03%PremiumAug 6, 2024Expiry Date9.47Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.9307Delta0.0239Gamma46.98Leverage Ratio-0.6513Theta-0.0046Rho-43.73Eff Leverage0.0225Vega