27.37Open29.35Pre Close20 Volume59 Open Interest245.00Strike Price56.45KTurnover163.80%IV1.45%PremiumNov 29, 2024Expiry Date25.19Intrinsic Value100Multiplier2DDays to Expiry3.93Extrinsic Value100Contract SizeAmericanOptions Type0.7939Delta0.0081Gamma9.13Leverage Ratio-2.2926Theta0.0116Rho7.25Eff Leverage0.0611Vega