20.50Open37.65Pre Close29 Volume11 Open Interest207.50Strike Price60.40KTurnover101.08%IV0.73%PremiumOct 11, 2024Expiry Date21.41Intrinsic Value100Multiplier4DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type-0.8371Delta0.0127Gamma8.12Leverage Ratio-0.5819Theta-0.0165Rho-6.79Eff Leverage0.0475Vega