0.05Open0.01Pre Close15 Volume838 Open Interest110.00Strike Price58.00Turnover68.36%IV22.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0145Delta0.0046Gamma2253.50Leverage Ratio-0.0201Theta0.0002Rho32.70Eff Leverage0.0043Vega