0.35Open2.75Pre Close2 Volume5 Open Interest1825.00Strike Price60.00Turnover77.34%IV5.34%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0167Delta0.0010Gamma6931.04Leverage Ratio-2.2167Theta0.0003Rho115.84Eff Leverage0.0226Vega