0.85Open1.03Pre Close927 Volume145 Open Interest22.50Strike Price59.86KTurnover84.69%IV2.49%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.5140Delta0.2828Gamma39.82Leverage Ratio-0.1662Theta0.0006Rho20.47Eff Leverage0.0066Vega