0.03Open0.03Pre Close20 Volume201 Open Interest30.00Strike Price60.00Turnover60.80%IV12.06%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0314Delta0.0295Gamma1136.00Leverage Ratio-0.0150Theta-0.0001Rho-35.64Eff Leverage0.0028Vega