0.06Open0.13Pre Close50 Volume416 Open Interest30.50Strike Price60.00Turnover112.44%IV1.80%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0661Delta0.3695Gamma2997.00Leverage Ratio-0.5552Theta0.0000Rho198.01Eff Leverage0.0004Vega