0.60Open0.52Pre Close1 Volume170 Open Interest14.00Strike Price60.00Turnover61.49%IV1.03%PremiumDec 20, 2024Expiry Date0.46Intrinsic Value100Multiplier11DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5942Delta0.2614Gamma15.93Leverage Ratio-0.0243Theta-0.0025Rho-9.46Eff Leverage0.0094Vega