0.10Open0.35Pre Close11 Volume1 Open Interest6.00Strike Price60.00Turnover42.53%IV15.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1546Delta0.3631Gamma104.40Leverage Ratio-0.0025Theta0.0007Rho16.14Eff Leverage0.0037Vega