0.60Open0.50Pre Close1 Volume500 Open Interest35.00Strike Price60.00Turnover20.18%IV3.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3512Delta0.2281Gamma91.33Leverage Ratio-0.0165Theta0.0064Rho32.08Eff Leverage0.0299Vega