0.27Open0.30Pre Close1.03K Volume2.90K Open Interest42.00Strike Price56.72KTurnover23.51%IV0.64%PremiumNov 22, 2024Expiry Date0.25Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6120Delta0.3891Gamma78.24Leverage Ratio-0.0596Theta0.0025Rho47.89Eff Leverage0.0160Vega