0.04Open0.05Pre Close15 Volume1.19K Open Interest2.50Strike Price60.00Turnover183.97%IV76.39%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1481Delta0.3689Gamma36.00Leverage Ratio-0.0035Theta0.0001Rho5.33Eff Leverage0.0008Vega