0.06Open0.06Pre Close10 Volume97 Open Interest57.00Strike Price60.00Turnover85.83%IV7.53%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0398Delta0.0312Gamma1368.44Leverage Ratio-0.1127Theta-0.0001Rho-54.50Eff Leverage0.0028Vega