0.05Open0.06Pre Close12 Volume21 Open Interest48.00Strike Price60.00Turnover82.74%IV12.08%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0447Delta0.0338Gamma857.40Leverage Ratio-0.0424Theta0.0001Rho38.32Eff Leverage0.0032Vega