0.15Open0.30Pre Close4 Volume296 Open Interest25.00Strike Price60.00Turnover29.64%IV2.40%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3563Delta0.3516Gamma98.24Leverage Ratio-0.0273Theta0.0018Rho35.00Eff Leverage0.0133Vega