6.64Open7.22Pre Close96 Volume3.80K Open Interest20.00Strike Price56.72KTurnover245.06%IV0.26%PremiumJan 17, 2025Expiry Date6.10Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9699Delta0.0270Gamma2.29Leverage Ratio-0.0240Theta-0.0008Rho-2.22Eff Leverage0.0007Vega