11.80Open12.45Pre Close48 Volume426 Open Interest440.00Strike Price59.82KTurnover25.72%IV0.49%PremiumOct 4, 2024Expiry Date9.70Intrinsic Value100Multiplier4DDays to Expiry2.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7944Delta0.0256Gamma39.75Leverage Ratio-0.3869Theta-0.0296Rho-31.58Eff Leverage0.1254Vega