60.45Open55.55Pre Close8 Volume43 Open Interest512.50Strike Price48.36KTurnover52.34%IV0.09%PremiumOct 4, 2024Expiry Date59.94Intrinsic Value100Multiplier4DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.9810Delta0.0015Gamma9.47Leverage Ratio-0.2113Theta0.0539Rho9.29Eff Leverage0.0275Vega