0.70Open0.44Pre Close860 Volume1.15K Open Interest12.50Strike Price59.02KTurnover69.78%IV1.01%PremiumJan 10, 2025Expiry Date0.36Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.7330Delta0.5348Gamma27.66Leverage Ratio-0.0663Theta0.0004Rho20.27Eff Leverage0.0029Vega