0.03Open0.05Pre Close20 Volume718 Open Interest6.00Strike Price60.00Turnover3814.27%IV8.85%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1101Delta0.3454Gamma218.33Leverage Ratio-29.7678Theta0.0000Rho-24.04Eff Leverage0.0000Vega