0.05Open0.10Pre Close12 Volume133 Open Interest2.50Strike Price60.00Turnover81.63%IV1.80%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.5252Delta3.5352Gamma49.90Leverage Ratio-0.0298Theta0.0000Rho-26.21Eff Leverage0.0005Vega