0.10Open0.15Pre Close6 Volume8 Open Interest93.00Strike Price60.00Turnover13.74%IV1.23%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2174Delta0.2074Gamma459.85Leverage Ratio-0.0485Theta0.0025Rho99.99Eff Leverage0.0303Vega