0.59Open0.70Pre Close1 Volume2.22K Open Interest18.00Strike Price59.00Turnover27.55%IV2.95%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier23DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.4929Delta0.3271Gamma35.88Leverage Ratio-0.0100Theta-0.0049Rho-17.68Eff Leverage0.0178Vega