0.03Open0.02Pre Close51 Volume422 Open Interest43.00Strike Price58.00Turnover81.64%IV5.70%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0789Delta0.0939Gamma739.82Leverage Ratio-0.1382Theta0.0001Rho58.35Eff Leverage0.0028Vega