0.15Open0.35Pre Close4 Volume2 Open Interest139.00Strike Price60.00Turnover257.85%IV50.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0237Delta0.0031Gamma616.06Leverage Ratio-0.1412Theta0.0001Rho14.58Eff Leverage0.0039Vega