0.27Open0.40Pre Close3 Volume155 Open Interest55.00Strike Price59.00Turnover20.72%IV6.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.1093Delta0.0579Gamma334.91Leverage Ratio-0.0110Theta-0.0041Rho-36.62Eff Leverage0.0292Vega