5.40Open5.65Pre Close110 Volume213 Open Interest126.00Strike Price59.63KTurnover60.44%IV1.64%PremiumAug 2, 2024Expiry Date3.57Intrinsic Value100Multiplier4DDays to Expiry2.13Extrinsic Value100Contract SizeAmericanOptions Type0.6792Delta0.0418Gamma23.56Leverage Ratio-0.3817Theta0.0099Rho16.00Eff Leverage0.0507Vega