0.60Open1.10Pre Close1 Volume301 Open Interest6.50Strike Price60.00Turnover111.59%IV0.67%PremiumAug 2, 2024Expiry Date0.56Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8398Delta0.4747Gamma9.90Leverage Ratio-0.0265Theta-0.0003Rho-8.31Eff Leverage0.0011Vega