0.15Open0.30Pre Close4 Volume296 Open Interest25.00Strike Price60.00Turnover30.16%IV2.40%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3561Delta0.3513Gamma98.24Leverage Ratio-0.0282Theta0.0017Rho34.98Eff Leverage0.0131Vega