0.05Open0.15Pre Close12 Volume12 Open Interest49.50Strike Price60.00Turnover991.32%IV15.02%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0390Delta0.0258Gamma861.60Leverage Ratio-6.1045Theta0.0000Rho33.63Eff Leverage0.0003Vega