0.05Open0.05Pre Close12 Volume162 Open Interest90.00Strike Price60.00Turnover46.23%IV8.01%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0358Delta0.0220Gamma1667.40Leverage Ratio-0.0354Theta0.0003Rho59.61Eff Leverage0.0061Vega