0.10Open0.30Pre Close6 Volume874 Open Interest55.00Strike Price60.00Turnover27.10%IV2.99%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1634Delta0.1684Gamma428.00Leverage Ratio-0.0489Theta0.0009Rho69.92Eff Leverage0.0133Vega