0.60Open1.65Pre Close1 Volume32 Open Interest52.00Strike Price60.00Turnover27.90%IV0.75%PremiumDec 6, 2024Expiry Date0.21Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.6045Delta0.3451Gamma94.93Leverage Ratio-0.1188Theta0.0018Rho57.39Eff Leverage0.0154Vega