0.59Open0.55Pre Close1 Volume19 Open Interest787.50Strike Price59.00Turnover54.50%IV11.02%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.0228Delta0.0010Gamma1943.69Leverage Ratio-0.2690Theta-0.0022Rho-44.31Eff Leverage0.0520Vega