0.10Open0.08Pre Close6 Volume31 Open Interest10.00Strike Price60.00Turnover52.89%IV15.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1716Delta0.2205Gamma87.20Leverage Ratio-0.0066Theta0.0009Rho14.96Eff Leverage0.0056Vega