3.79Open4.80Pre Close60 Volume29 Open Interest2060.00Strike Price59.39KTurnover17.96%IV0.33%PremiumNov 29, 2024Expiry Date6.61Intrinsic Value100Multiplier2DDays to Expiry6.80Extrinsic Value100Contract SizeAmericanOptions Type-0.5693Delta0.0148Gamma136.89Leverage Ratio-3.1024Theta-0.0551Rho-77.93Eff Leverage0.5819Vega