0.80Open1.25Pre Close1.03K Volume102 Open Interest40.00Strike Price56.94KTurnover49.03%IV1.03%PremiumSep 20, 2024Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.5776Delta0.3657Gamma79.72Leverage Ratio-0.2743Theta-0.0007Rho-46.05Eff Leverage0.0085Vega