0.25Open0.38Pre Close3 Volume45.35K Open Interest2.50Strike Price60.00Turnover92.73%IV10.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.5135Delta0.7242Gamma12.25Leverage Ratio-0.0053Theta0.0006Rho6.29Eff Leverage0.0024Vega