0.63Open0.72Pre Close776 Volume1.07K Open Interest202.50Strike Price56.60KTurnover37.69%IV3.16%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type0.2384Delta0.0456Gamma219.09Leverage Ratio-0.3636Theta0.0038Rho52.23Eff Leverage0.0558Vega