0.03Open0.06Pre Close20 Volume224 Open Interest535.00Strike Price60.00Turnover90.44%IV5.37%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0073Delta0.0016Gamma16152.05Leverage Ratio-0.5046Theta0.0000Rho-117.34Eff Leverage0.0028Vega