0.45Open0.45Pre Close663 Volume622 Open Interest121.00Strike Price59.65KTurnover38.22%IV1.43%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry1.40Extrinsic Value100Contract SizeAmericanOptions Type0.4791Delta0.1005Gamma83.23Leverage Ratio-0.3345Theta0.0042Rho39.87Eff Leverage0.0413Vega