0.59Open0.55Pre Close1 Volume19 Open Interest787.50Strike Price59.00Turnover48.78%IV11.76%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.0103Delta0.0006Gamma5095.79Leverage Ratio-0.1117Theta-0.0010Rho-52.29Eff Leverage0.0268Vega