0.32Open0.36Pre Close1.84K Volume19.95K Open Interest7.50Strike Price58.40KTurnover35.08%IV0.71%PremiumSep 27, 2024Expiry Date0.25Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8175Delta0.9040Gamma27.66Leverage Ratio-0.0101Theta0.0007Rho22.61Eff Leverage0.0022Vega