0.03Open0.03Pre Close20 Volume1.17K Open Interest23.00Strike Price60.00Turnover131.82%IV10.17%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0441Delta0.0576Gamma852.33Leverage Ratio-0.0852Theta0.0000Rho-37.61Eff Leverage0.0011Vega