60.45Open55.55Pre Close8 Volume43 Open Interest512.50Strike Price48.36KTurnover53.76%IV0.09%PremiumOct 4, 2024Expiry Date59.94Intrinsic Value100Multiplier4DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.9803Delta0.0015Gamma9.47Leverage Ratio-0.2217Theta0.0517Rho9.29Eff Leverage0.0278Vega