0.15Open0.14Pre Close7 Volume396 Open Interest1.50Strike Price60.00Turnover145.14%IV1.97%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.5661Delta1.7443Gamma15.20Leverage Ratio-0.0126Theta0.0001Rho8.60Eff Leverage0.0006Vega