0.10Open0.05Pre Close6 Volume420 Open Interest23.50Strike Price60.00Turnover50.96%IV5.71%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1373Delta0.1997Gamma223.25Leverage Ratio-0.0343Theta0.0003Rho30.66Eff Leverage0.0047Vega