0.06Open0.10Pre Close10 Volume372 Open Interest9.00Strike Price60.00Turnover32.54%IV1.54%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.3605Delta1.5551Gamma151.33Leverage Ratio-0.0203Theta-0.0002Rho-54.56Eff Leverage0.0028Vega