0.15Open0.30Pre Close4 Volume405 Open Interest9.00Strike Price60.00Turnover61.81%IV13.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2385Delta0.2702Gamma53.53Leverage Ratio-0.0094Theta0.0009Rho12.77Eff Leverage0.0057Vega