0.03Open0.05Pre Close8 Volume358 Open Interest202.50Strike Price59.00Turnover118.50%IV10.14%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0232Delta0.0063Gamma2452.67Leverage Ratio-0.3765Theta0.0001Rho56.99Eff Leverage0.0041Vega