0.20Open0.10Pre Close3 Volume13 Open Interest127.00Strike Price60.00Turnover19.30%IV0.64%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2931Delta0.3159Gamma631.95Leverage Ratio-0.2662Theta0.0007Rho185.23Eff Leverage0.0194Vega