0.12Open0.13Pre Close5.36K Volume11.76K Open Interest11.50Strike Price59.78KTurnover86.17%IV8.90%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2379Delta0.3058Gamma79.11Leverage Ratio-0.0367Theta0.0003Rho18.82Eff Leverage0.0036Vega