0.09Open0.20Pre Close7 Volume312 Open Interest23.00Strike Price59.00Turnover23.11%IV8.21%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1213Delta0.1568Gamma284.27Leverage Ratio-0.0055Theta0.0017Rho34.49Eff Leverage0.0112Vega