0.30Open0.05Pre Close2 Volume39 Open Interest38.00Strike Price60.00Turnover80.23%IV3.35%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3018Delta0.2181Gamma123.53Leverage Ratio-0.2992Theta0.0003Rho37.28Eff Leverage0.0069Vega