0.05Open0.05Pre Close12 Volume398 Open Interest12.50Strike Price60.00Turnover399.46%IV42.78%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0866Delta0.0765Gamma117.20Leverage Ratio-0.0749Theta0.0000Rho10.15Eff Leverage0.0008Vega