0.15Open0.28Pre Close4 Volume530 Open Interest65.00Strike Price60.00Turnover25.16%IV9.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0781Delta0.0402Gamma474.64Leverage Ratio-0.0126Theta0.0027Rho37.08Eff Leverage0.0211Vega