0.60Open0.70Pre Close1 Volume220 Open Interest37.50Strike Price60.00Turnover23.25%IV3.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3831Delta0.1799Gamma66.73Leverage Ratio-0.0197Theta0.0084Rho25.56Eff Leverage0.0348Vega