0.60Open1.05Pre Close1 Volume1 Open Interest87.00Strike Price60.00Turnover22.07%IV0.10%PremiumOct 11, 2024Expiry Date0.51Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7035Delta0.3739Gamma128.13Leverage Ratio-0.1824Theta-0.0013Rho-90.15Eff Leverage0.0145Vega