10.08Open5.50Pre Close57 Volume46 Open Interest134.00Strike Price59.92KTurnover63.85%IV0.52%PremiumOct 4, 2024Expiry Date10.50Intrinsic Value100Multiplier4DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.8702Delta0.0210Gamma12.84Leverage Ratio-0.2562Theta0.0136Rho11.18Eff Leverage0.0333Vega