0.30Open0.45Pre Close2 Volume206 Open Interest15.00Strike Price60.00Turnover55.42%IV6.77%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3503Delta0.2545Gamma44.09Leverage Ratio-0.0229Theta0.0016Rho15.44Eff Leverage0.0097Vega