0.60Open0.60Pre Close1 Volume82 Open Interest33.00Strike Price60.00Turnover19.93%IV1.49%PremiumAug 16, 2024Expiry Date0.11Intrinsic Value100Multiplier23DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.4956Delta0.2435Gamma48.73Leverage Ratio-0.0121Theta-0.0090Rho-24.15Eff Leverage0.0334Vega