3.79Open4.80Pre Close60 Volume29 Open Interest2060.00Strike Price59.39KTurnover21.61%IV0.38%PremiumNov 29, 2024Expiry Date5.56Intrinsic Value100Multiplier2DDays to Expiry7.84Extrinsic Value100Contract SizeAmericanOptions Type-0.5565Delta0.0124Gamma163.05Leverage Ratio-3.7981Theta-0.0545Rho-90.73Eff Leverage0.5843Vega