0.34Open0.31Pre Close1.49K Volume14.47K Open Interest267.50Strike Price56.56KTurnover23.95%IV2.56%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.1551Delta0.0346Gamma460.29Leverage Ratio-0.1985Theta-0.0044Rho-71.39Eff Leverage0.0686Vega