0.03Open0.05Pre Close20 Volume22 Open Interest78.00Strike Price60.00Turnover62.26%IV4.40%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0365Delta0.0390Gamma2718.67Leverage Ratio-0.1298Theta0.0000Rho-99.14Eff Leverage0.0026Vega