0.58Open0.47Pre Close1 Volume53 Open Interest25.00Strike Price58.00Turnover21.27%IV0.77%PremiumDec 20, 2024Expiry Date0.39Intrinsic Value100Multiplier6DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7048Delta0.5173Gamma49.22Leverage Ratio-0.0178Theta-0.0025Rho-34.69Eff Leverage0.0110Vega