0.06Open0.03Pre Close10 Volume543 Open Interest745.00Strike Price60.00Turnover187.19%IV14.86%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0036Delta0.0002Gamma14583.33Leverage Ratio-0.6411Theta0.0000Rho-52.83Eff Leverage0.0031Vega