0.05Open0.07Pre Close12 Volume19 Open Interest100.00Strike Price60.00Turnover62.23%IV2.77%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0665Delta0.0747Gamma1947.00Leverage Ratio-0.3633Theta0.0001Rho129.46Eff Leverage0.0036Vega