10.08Open5.50Pre Close57 Volume46 Open Interest134.00Strike Price59.92KTurnover63.86%IV0.52%PremiumOct 4, 2024Expiry Date10.50Intrinsic Value100Multiplier4DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.8702Delta0.0210Gamma12.84Leverage Ratio-0.2563Theta0.0136Rho11.18Eff Leverage0.0332Vega
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