0.60Open0.30Pre Close1 Volume16 Open Interest12.50Strike Price60.00Turnover38.65%IV4.26%PremiumOct 18, 2024Expiry Date0.07Intrinsic Value100Multiplier20DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.4963Delta0.3527Gamma26.17Leverage Ratio-0.0104Theta-0.0032Rho-12.99Eff Leverage0.0117Vega