0.09Open0.40Pre Close6 Volume15 Open Interest83.00Strike Price60.00Turnover45.16%IV3.70%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0908Delta0.0697Gamma860.30Leverage Ratio-0.0985Theta-0.0003Rho-78.11Eff Leverage0.0085Vega