0.80Open0.85Pre Close689 Volume875 Open Interest9.50Strike Price56.91KTurnover155.64%IV4.22%PremiumOct 18, 2024Expiry Date0.50Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.5980Delta0.2642Gamma10.23Leverage Ratio-0.0747Theta-0.0006Rho-6.12Eff Leverage0.0036Vega