0.10Open0.20Pre Close11 Volume561 Open Interest7.50Strike Price60.00Turnover92.15%IV7.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2813Delta0.4459Gamma56.00Leverage Ratio-0.0264Theta0.0003Rho15.75Eff Leverage0.0028Vega