10.71Open10.43Pre Close50 Volume279 Open Interest195.00Strike Price56.11KTurnover56.90%IV0.41%PremiumOct 25, 2024Expiry Date10.54Intrinsic Value100Multiplier3DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type-0.8398Delta0.0246Gamma16.32Leverage Ratio-0.3439Theta-0.0127Rho-13.71Eff Leverage0.0428Vega