0.30Open0.50Pre Close2 Volume30 Open Interest43.00Strike Price60.00Turnover47.01%IV12.61%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1971Delta0.0606Gamma80.95Leverage Ratio-0.0281Theta0.0046Rho15.96Eff Leverage0.0270Vega