0.03Open0.02Pre Close12 Volume3 Open Interest192.50Strike Price60.00Turnover36.71%IV10.13%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0122Delta0.0044Gamma5831.00Leverage Ratio-0.0195Theta0.0003Rho71.35Eff Leverage0.0062Vega