0.60Open0.50Pre Close1 Volume500 Open Interest35.00Strike Price60.00Turnover20.07%IV3.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3514Delta0.2282Gamma91.33Leverage Ratio-0.0163Theta0.0065Rho32.09Eff Leverage0.0300Vega