0.20Open0.35Pre Close3 Volume1.05K Open Interest200.00Strike Price60.00Turnover56.28%IV11.30%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0447Delta0.0085Gamma899.35Leverage Ratio-0.1041Theta0.0010Rho40.19Eff Leverage0.0187Vega