37.93Open33.60Pre Close15 Volume806 Open Interest205.00Strike Price60.42KTurnover77.49%IV0.02%PremiumSep 27, 2024Expiry Date42.20Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9901Delta0.0013Gamma5.82Leverage Ratio-0.0757Theta0.0234Rho5.76Eff Leverage0.0071Vega