30.85Open41.35Pre Close20 Volume106 Open Interest317.50Strike Price59.07KTurnover182.98%IV0.40%PremiumDec 27, 2024Expiry Date23.55Intrinsic Value100Multiplier0DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type0.8873Delta0.0093Gamma13.79Leverage Ratio-4.9177Theta0.0030Rho12.24Eff Leverage0.0216Vega