0.04Open0.02Pre Close53 Volume746 Open Interest29.00Strike Price58.00Turnover21.68%IV2.55%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0548Delta0.2566Gamma2829.00Leverage Ratio-0.0092Theta0.0001Rho155.16Eff Leverage0.0022Vega