0.03Open0.06Pre Close21 Volume760 Open Interest33.50Strike Price60.00Turnover35.47%IV4.55%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0496Delta0.1072Gamma1754.30Leverage Ratio-0.0169Theta-0.0001Rho-87.04Eff Leverage0.0028Vega