0.06Open0.07Pre Close10 Volume28 Open Interest2.50Strike Price60.00Turnover71.99%IV7.56%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.3541Delta1.3968Gamma39.67Leverage Ratio-0.0058Theta0.0002Rho14.05Eff Leverage0.0014Vega