0.30Open2.40Pre Close2 Volume0 Open Interest6.00Strike Price60.00Turnover468.11%IV66.67%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2932Delta0.1626Gamma12.60Leverage Ratio-0.0711Theta0.0001Rho3.69Eff Leverage0.0016Vega