0.10Open0.17Pre Close10 Volume20 Open Interest52.00Strike Price60.00Turnover13.62%IV1.84%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1322Delta0.2826Gamma1022.20Leverage Ratio-0.0190Theta0.0008Rho135.13Eff Leverage0.0119Vega