0.75Open0.77Pre Close1.04K Volume634 Open Interest10.00Strike Price56.37KTurnover2561.74%IV0.44%PremiumJan 3, 2025Expiry Date0.86Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9513Delta0.2004Gamma15.23Leverage Ratio-14.2248Theta0.0000Rho-14.49Eff Leverage0.0000Vega