0.35Open0.40Pre Close1.75K Volume5.49K Open Interest9.50Strike Price56.64KTurnover109.38%IV5.96%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3925Delta0.3504Gamma29.94Leverage Ratio-0.0577Theta-0.0004Rho-11.75Eff Leverage0.0039Vega