0.60Open0.60Pre Close1 Volume444 Open Interest12.50Strike Price60.00Turnover14.16%IV0.38%PremiumSep 20, 2024Expiry Date0.55Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9204Delta0.3447Gamma21.75Leverage Ratio-0.0032Theta0.0062Rho20.02Eff Leverage0.0045Vega