0.05Open0.06Pre Close19 Volume159 Open Interest60.00Strike Price59.00Turnover97.63%IV21.42%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0103Delta0.0033Gamma2544.00Leverage Ratio-0.0195Theta-0.0001Rho-26.30Eff Leverage0.0023Vega