0.30Open0.35Pre Close2 Volume469 Open Interest93.00Strike Price60.00Turnover34.71%IV3.50%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1521Delta0.0755Gamma384.24Leverage Ratio-0.1119Theta-0.0012Rho-58.44Eff Leverage0.0211Vega