6.10Open4.88Pre Close114 Volume966 Open Interest92.50Strike Price59.94KTurnover21.45%IV0.97%PremiumNov 15, 2024Expiry Date4.32Intrinsic Value100Multiplier24DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.8159Delta0.0493Gamma18.80Leverage Ratio-0.0381Theta0.0499Rho15.34Eff Leverage0.0669Vega