0.02Open0.03Pre Close39 Volume540 Open Interest43.50Strike Price59.00Turnover22.18%IV4.83%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0270Delta0.0638Gamma4150.50Leverage Ratio-0.0061Theta0.0001Rho112.14Eff Leverage0.0028Vega