0.05Open0.10Pre Close14 Volume293 Open Interest16.00Strike Price59.00Turnover26.58%IV5.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1042Delta0.2949Gamma506.00Leverage Ratio-0.0066Theta0.0004Rho52.73Eff Leverage0.0042Vega