0.10Open0.12Pre Close6 Volume159 Open Interest93.00Strike Price60.00Turnover28.67%IV4.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0756Delta0.0489Gamma971.30Leverage Ratio-0.0472Theta-0.0008Rho-73.40Eff Leverage0.0145Vega