0.60Open1.15Pre Close1 Volume78 Open Interest85.00Strike Price60.00Turnover38.75%IV11.30%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.1805Delta0.0339Gamma106.08Leverage Ratio-0.0429Theta0.0089Rho19.15Eff Leverage0.0525Vega