2.60Open2.95Pre Close862 Volume210 Open Interest600.00Strike Price58.60KTurnover12.85%IV0.21%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeEuropeanOptions Type0.3422Delta0.2536Gamma2260.53Leverage Ratio-2.0858Theta0.0007Rho773.47Eff Leverage0.0414Vega