0.05Open0.05Pre Close11 Volume116 Open Interest1.00Strike Price60.00Turnover71.55%IV4.26%PremiumJul 19, 2024Expiry Date0.06Intrinsic Value100Multiplier7DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7118Delta3.6483Gamma12.54Leverage Ratio-0.0022Theta-0.0001Rho-8.92Eff Leverage0.0004Vega