0.30Open0.40Pre Close2 Volume100 Open Interest5.00Strike Price60.00Turnover39.54%IV2.71%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier23DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6532Delta0.7189Gamma17.20Leverage Ratio-0.0045Theta0.0019Rho11.24Eff Leverage0.0048Vega