0.01Open0.05Pre Close59 Volume513 Open Interest29.50Strike Price59.00Turnover110.34%IV29.77%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0118Delta0.0121Gamma2274.00Leverage Ratio-0.0074Theta0.0000Rho26.80Eff Leverage0.0007Vega