0.10Open0.17Pre Close10 Volume20 Open Interest52.00Strike Price60.00Turnover13.75%IV1.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1295Delta0.2715Gamma1022.30Leverage Ratio-0.0186Theta0.0008Rho132.36Eff Leverage0.0119Vega