0.03Open0.01Pre Close20 Volume8.27K Open Interest4.50Strike Price60.00Turnover205.97%IV79.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0819Delta0.1636Gamma84.00Leverage Ratio-0.0059Theta0.0001Rho6.88Eff Leverage0.0007Vega