0.40Open0.31Pre Close588 Volume381 Open Interest87.50Strike Price56.38KTurnover34.27%IV1.12%PremiumNov 15, 2024Expiry Date0.02Intrinsic Value100Multiplier2DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type-0.4939Delta0.1631Gamma89.72Leverage Ratio-0.2219Theta-0.0027Rho-44.32Eff Leverage0.0285Vega