10.65Open6.00Pre Close59 Volume294 Open Interest130.00Strike Price58.99KTurnover52.87%IV2.54%PremiumOct 18, 2024Expiry Date7.41Intrinsic Value100Multiplier22DDays to Expiry3.49Extrinsic Value100Contract SizeAmericanOptions Type0.6972Delta0.0197Gamma12.00Leverage Ratio-0.1549Theta0.0503Rho8.37Eff Leverage0.1171Vega