0.20Open0.30Pre Close3 Volume27 Open Interest23.00Strike Price60.00Turnover49.34%IV15.60%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1476Delta0.0952Gamma114.69Leverage Ratio-0.0131Theta0.0017Rho16.93Eff Leverage0.0113Vega