0.05Open0.05Pre Close12 Volume42 Open Interest20.00Strike Price60.00Turnover71.64%IV15.36%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0723Delta0.0854Gamma347.60Leverage Ratio-0.0172Theta0.0002Rho25.13Eff Leverage0.0031Vega