0.65Open1.10Pre Close1.43K Volume16.77K Open Interest28.00Strike Price59.01KTurnover44.03%IV0.32%PremiumDec 13, 2024Expiry Date0.20Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6787Delta0.8081Gamma95.59Leverage Ratio-0.1764Theta0.0002Rho64.88Eff Leverage0.0036Vega