0.05Open0.08Pre Close12 Volume211 Open Interest44.00Strike Price60.00Turnover21.08%IV11.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0500Delta0.0421Gamma790.20Leverage Ratio-0.0042Theta0.0017Rho39.51Eff Leverage0.0120Vega