5.95Open4.05Pre Close130 Volume2.21K Open Interest175.00Strike Price56.57KTurnover46.79%IV0.55%PremiumDec 13, 2024Expiry Date4.41Intrinsic Value100Multiplier1DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type-0.8699Delta0.0465Gamma35.54Leverage Ratio-0.2747Theta-0.0043Rho-30.91Eff Leverage0.0208Vega