0.25Open0.25Pre Close3 Volume5 Open Interest227.50Strike Price60.00Turnover75.07%IV11.79%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0237Delta0.0034Gamma1718.27Leverage Ratio-0.1227Theta-0.0004Rho-40.64Eff Leverage0.0123Vega