5.60Open6.10Pre Close139 Volume314 Open Interest74.00Strike Price59.45KTurnover95.50%IV2.76%PremiumNov 1, 2024Expiry Date0.52Intrinsic Value100Multiplier4DDays to Expiry2.06Extrinsic Value100Contract SizeAmericanOptions Type0.5498Delta0.0544Gamma23.47Leverage Ratio-0.4107Theta0.0039Rho12.90Eff Leverage0.0301Vega