0.20Open0.30Pre Close3 Volume1 Open Interest1.50Strike Price60.00Turnover125.87%IV10.34%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4824Delta0.9173Gamma7.25Leverage Ratio-0.0041Theta-0.0005Rho-3.50Eff Leverage0.0014Vega