0.03Open0.05Pre Close29 Volume285 Open Interest210.00Strike Price59.00Turnover97.51%IV16.47%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0037Delta0.0006Gamma12568.50Leverage Ratio-0.0199Theta0.0000Rho-46.75Eff Leverage0.0020Vega