0.05Open0.10Pre Close12 Volume133 Open Interest2.50Strike Price60.00Turnover79.07%IV1.21%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.5715Delta3.9931Gamma49.60Leverage Ratio-0.0214Theta0.0000Rho-28.35Eff Leverage0.0005Vega