0.30Open0.40Pre Close2 Volume250 Open Interest37.00Strike Price60.00Turnover31.32%IV8.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2306Delta0.0976Gamma85.85Leverage Ratio-0.0164Theta0.0063Rho19.80Eff Leverage0.0302Vega