0.60Open1.65Pre Close1 Volume32 Open Interest52.00Strike Price60.00Turnover27.45%IV0.54%PremiumDec 6, 2024Expiry Date0.32Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5816Delta0.3573Gamma87.19Leverage Ratio-0.1193Theta0.0017Rho50.71Eff Leverage0.0156Vega