0.15Open0.15Pre Close4 Volume0 Open Interest12.50Strike Price60.00Turnover51.05%IV0.72%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier6DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.5459Delta0.4647Gamma33.49Leverage Ratio-0.0280Theta0.0011Rho18.29Eff Leverage0.0066Vega