0.16Open0.26Pre Close7 Volume863 Open Interest22.50Strike Price60.00Turnover102.45%IV7.81%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0967Delta0.1140Gamma347.57Leverage Ratio-0.0688Theta-0.0001Rho-33.60Eff Leverage0.0025Vega