0.05Open0.23Pre Close5.67K Volume2.04K Open Interest5545.00Strike Price56.12KTurnover23.78%IV2.54%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0035Delta0.0002Gamma108158.80Leverage Ratio-0.5083Theta0.0003Rho376.82Eff Leverage0.0207Vega