0.59Open1.10Pre Close1 Volume1.58K Open Interest43.00Strike Price59.00Turnover23.91%IV1.23%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier10DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.4953Delta0.2308Gamma61.34Leverage Ratio-0.0316Theta-0.0055Rho-30.38Eff Leverage0.0290Vega