0.60Open0.75Pre Close1 Volume195 Open Interest7.00Strike Price60.00Turnover88.17%IV0.66%PremiumOct 11, 2024Expiry Date0.55Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9456Delta0.2879Gamma13.13Leverage Ratio-0.0098Theta0.0002Rho12.42Eff Leverage0.0005Vega