0.03Open0.15Pre Close20 Volume370 Open Interest55.00Strike Price60.00Turnover171.80%IV69.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0127Delta0.0045Gamma1083.00Leverage Ratio-0.0158Theta0.0001Rho13.76Eff Leverage0.0014Vega