0.06Open0.10Pre Close10 Volume33 Open Interest58.00Strike Price60.00Turnover48.74%IV8.61%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0429Delta0.0272Gamma1056.67Leverage Ratio-0.0310Theta-0.0003Rho-45.34Eff Leverage0.0063Vega