4.70Open5.74Pre Close131 Volume75 Open Interest397.50Strike Price60.97KTurnover33.95%IV2.13%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.40Extrinsic Value100Contract SizeAmericanOptions Type0.3731Delta0.0273Gamma112.15Leverage Ratio-0.7254Theta0.0154Rho41.85Eff Leverage0.1544Vega