0.56Open1.32Pre Close1 Volume37 Open Interest17.50Strike Price56.00Turnover47.70%IV4.83%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.3895Delta0.2929Gamma47.47Leverage Ratio-0.0289Theta-0.0016Rho-18.49Eff Leverage0.0105Vega