0.04Open0.06Pre Close15 Volume170 Open Interest45.50Strike Price60.00Turnover68.93%IV8.48%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0369Delta0.0302Gamma1241.75Leverage Ratio-0.0347Theta-0.0001Rho-45.77Eff Leverage0.0031Vega