0.07Open0.07Pre Close4.70K Volume1.90K Open Interest12.50Strike Price59.45KTurnover71.06%IV8.28%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1559Delta0.2906Gamma178.46Leverage Ratio-0.0268Theta0.0002Rho27.82Eff Leverage0.0028Vega