0.30Open0.05Pre Close2 Volume53 Open Interest21.50Strike Price60.00Turnover221.24%IV11.11%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2605Delta0.1280Gamma52.32Leverage Ratio-0.3467Theta0.0002Rho13.63Eff Leverage0.0037Vega