0.03Open0.05Pre Close20 Volume1.61K Open Interest7.50Strike Price60.00Turnover7217.14%IV11.81%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0832Delta0.2012Gamma282.33Leverage Ratio-100.5137Theta0.0000Rho-23.49Eff Leverage0.0000Vega