0.10Open0.05Pre Close6 Volume420 Open Interest23.50Strike Price60.00Turnover51.24%IV5.74%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1368Delta0.1981Gamma223.18Leverage Ratio-0.0343Theta0.0003Rho30.52Eff Leverage0.0047Vega