4.54Open5.57Pre Close160 Volume810 Open Interest72.00Strike Price59.77KTurnover64.33%IV0.89%PremiumDec 6, 2024Expiry Date3.69Intrinsic Value100Multiplier2DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.8289Delta0.0616Gamma18.46Leverage Ratio-0.2075Theta0.0042Rho15.30Eff Leverage0.0163Vega