0.30Open0.09Pre Close2 Volume41 Open Interest17.50Strike Price60.00Turnover176.65%IV77.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1546Delta0.0531Gamma33.37Leverage Ratio-0.0227Theta0.0008Rho5.16Eff Leverage0.0060Vega