0.05Open0.09Pre Close12 Volume22 Open Interest76.00Strike Price60.00Turnover91.42%IV20.09%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0139Delta0.0036Gamma1901.00Leverage Ratio-0.0296Theta-0.0002Rho-26.34Eff Leverage0.0038Vega