0.03Open0.03Pre Close18 Volume8.73K Open Interest17.00Strike Price58.00Turnover50.90%IV10.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0696Delta0.1336Gamma513.33Leverage Ratio-0.0107Theta0.0002Rho35.73Eff Leverage0.0026Vega