0.06Open0.11Pre Close10 Volume101 Open Interest118.00Strike Price60.00Turnover53.60%IV7.42%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0708Delta0.0261Gamma686.94Leverage Ratio-0.1068Theta0.0006Rho48.62Eff Leverage0.0131Vega