0.06Open2.33Pre Close10 Volume2 Open Interest30.00Strike Price60.00Turnover48.93%IV24.94%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0493Delta0.0334Gamma401.00Leverage Ratio-0.0063Theta0.0008Rho19.79Eff Leverage0.0064Vega