5.70Open2.42Pre Close100 Volume508 Open Interest88.00Strike Price59.76KTurnover70.51%IV0.56%PremiumDec 6, 2024Expiry Date4.78Intrinsic Value100Multiplier4DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.7776Delta0.0438Gamma16.21Leverage Ratio-0.2725Theta0.0072Rho12.60Eff Leverage0.0288Vega