0.99Open1.02Pre Close591 Volume3.28K Open Interest28.00Strike Price59.10KTurnover26.35%IV0.07%PremiumDec 27, 2024Expiry Date0.98Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9615Delta0.1838Gamma27.43Leverage Ratio-0.0050Theta-0.0008Rho-26.38Eff Leverage0.0017Vega