0.12Open0.35Pre Close5 Volume7 Open Interest25.00Strike Price60.00Turnover80.32%IV38.78%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0766Delta0.0381Gamma150.83Leverage Ratio-0.0110Theta0.0009Rho11.55Eff Leverage0.0068Vega