0.04Open0.05Pre Close15 Volume126 Open Interest1.00Strike Price60.00Turnover451.69%IV44.51%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0844Delta0.1849Gamma43.25Leverage Ratio-0.0151Theta0.0000Rho-3.65Eff Leverage0.0003Vega