0.15Open0.30Pre Close4 Volume296 Open Interest25.00Strike Price60.00Turnover29.98%IV2.40%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3562Delta0.3514Gamma98.24Leverage Ratio-0.0279Theta0.0018Rho34.99Eff Leverage0.0132Vega