0.05Open0.05Pre Close11 Volume116 Open Interest1.00Strike Price60.00Turnover73.46%IV4.26%PremiumJul 19, 2024Expiry Date0.06Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7122Delta3.6486Gamma12.54Leverage Ratio-0.0023Theta-0.0001Rho-8.93Eff Leverage0.0004Vega