0.01Open0.06Pre Close60 Volume6 Open Interest100.00Strike Price60.00Turnover112.16%IV36.89%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0040Delta0.0014Gamma7306.00Leverage Ratio-0.0081Theta0.0000Rho28.92Eff Leverage0.0009Vega