0.03Open0.02Pre Close20 Volume685 Open Interest9.50Strike Price60.00Turnover170.41%IV13.32%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0878Delta0.2074Gamma280.34Leverage Ratio-0.0300Theta0.0000Rho24.61Eff Leverage0.0007Vega