0.12Open0.11Pre Close2.53K Volume4.56K Open Interest3.00Strike Price59.92KTurnover78.45%IV4.21%PremiumDec 27, 2024Expiry Date0.09Intrinsic Value100Multiplier11DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6164Delta0.9151Gamma14.37Leverage Ratio-0.0077Theta0.0005Rho8.86Eff Leverage0.0020Vega