0.06Open0.07Pre Close12 Volume863 Open Interest22.50Strike Price60.00Turnover119.88%IV7.69%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0683Delta0.1011Gamma608.25Leverage Ratio-0.1140Theta0.0000Rho-41.53Eff Leverage0.0014Vega