0.06Open0.18Pre Close10 Volume122 Open Interest3.00Strike Price60.00Turnover92.24%IV1.66%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.5341Delta1.6757Gamma30.10Leverage Ratio-0.0199Theta0.0001Rho16.08Eff Leverage0.0010Vega