0.25Open0.30Pre Close2 Volume23 Open Interest27.00Strike Price60.00Turnover20.60%IV2.99%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3458Delta0.2525Gamma78.49Leverage Ratio-0.0101Theta-0.0057Rho-27.14Eff Leverage0.0263Vega