0.24Open0.41Pre Close3.99K Volume2.40K Open Interest17.00Strike Price56.81KTurnover58.65%IV0.41%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.3111Delta3.5159Gamma847.50Leverage Ratio-0.4864Theta0.0000Rho263.69Eff Leverage0.0006Vega