0.30Open0.28Pre Close2 Volume338 Open Interest15.00Strike Price60.00Turnover37.76%IV6.69%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3367Delta0.2822Gamma52.15Leverage Ratio-0.0121Theta0.0026Rho17.56Eff Leverage0.0125Vega