0.30Open0.17Pre Close2 Volume115 Open Interest2.00Strike Price60.00Turnover316.78%IV6.59%PremiumJan 17, 2025Expiry Date0.18Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5916Delta0.8207Gamma6.07Leverage Ratio-0.0413Theta-0.0001Rho-3.59Eff Leverage0.0006Vega