0.30Open0.15Pre Close2 Volume29 Open Interest36.00Strike Price60.00Turnover80.98%IV3.77%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2878Delta0.1995Gamma139.92Leverage Ratio-0.2494Theta0.0004Rho40.26Eff Leverage0.0072Vega