0.09Open0.13Pre Close6 Volume2.16K Open Interest77.50Strike Price59.00Turnover30.44%IV5.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1025Delta0.0612Gamma525.64Leverage Ratio-0.0414Theta0.0013Rho53.87Eff Leverage0.0171Vega