0.15Open0.35Pre Close4 Volume2 Open Interest139.00Strike Price60.00Turnover258.11%IV49.27%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0236Delta0.0031Gamma621.47Leverage Ratio-0.1411Theta0.0001Rho14.69Eff Leverage0.0039Vega