0.05Open0.11Pre Close12 Volume151 Open Interest105.00Strike Price60.00Turnover92.04%IV31.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0061Delta0.0007Gamma3080.80Leverage Ratio-0.0171Theta-0.0002Rho-18.67Eff Leverage0.0045Vega