0.15Open0.35Pre Close4 Volume75 Open Interest85.00Strike Price60.00Turnover37.31%IV10.99%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0685Delta0.0259Gamma511.47Leverage Ratio-0.0288Theta0.0016Rho35.05Eff Leverage0.0180Vega