0.60Open0.80Pre Close1 Volume464 Open Interest5.00Strike Price60.00Turnover67.73%IV0.72%PremiumNov 15, 2024Expiry Date0.56Intrinsic Value100Multiplier21DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7741Delta0.3341Gamma7.94Leverage Ratio-0.0070Theta0.0021Rho6.15Eff Leverage0.0040Vega