0.86Open0.82Pre Close1.59K Volume1.54K Open Interest63.00Strike Price56.42KTurnover20.60%IV1.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3559Delta0.3188Gamma222.46Leverage Ratio-0.0785Theta-0.0017Rho-79.17Eff Leverage0.0212Vega