0.66Open0.93Pre Close583 Volume810 Open Interest28.00Strike Price59.07KTurnover714.40%IV0.21%PremiumNov 29, 2024Expiry Date0.02Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.5136Delta1.0971Gamma350.25Leverage Ratio-61.7688Theta0.0000Rho179.88Eff Leverage0.0002Vega