0.05Open0.05Pre Close12 Volume2.59K Open Interest9.00Strike Price60.00Turnover100.77%IV48.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0793Delta0.0963Gamma122.00Leverage Ratio-0.0050Theta0.0003Rho9.68Eff Leverage0.0022Vega