0.12Open0.50Pre Close5 Volume33 Open Interest25.00Strike Price60.00Turnover40.09%IV1.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.3621Delta0.6091Gamma165.13Leverage Ratio-0.1020Theta0.0003Rho59.80Eff Leverage0.0058Vega