0.25Open1.30Pre Close2 Volume49 Open Interest32.50Strike Price60.00Turnover67.83%IV19.28%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1779Delta0.0583Gamma68.85Leverage Ratio-0.0284Theta0.0026Rho12.25Eff Leverage0.0172Vega