0.59Open0.56Pre Close1 Volume241 Open Interest4.50Strike Price59.00Turnover264.23%IV3.46%PremiumJan 10, 2025Expiry Date0.45Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.7061Delta0.5062Gamma7.17Leverage Ratio-0.0875Theta-0.0001Rho-5.06Eff Leverage0.0009Vega