0.20Open0.30Pre Close3 Volume76 Open Interest6.00Strike Price60.00Turnover160.94%IV33.05%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2781Delta0.2187Gamma20.71Leverage Ratio-0.0172Theta0.0004Rho5.76Eff Leverage0.0032Vega