0.02Open0.12Pre Close30 Volume719 Open Interest131.00Strike Price60.00Turnover20.50%IV4.07%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0221Delta0.0216Gamma6295.00Leverage Ratio-0.0149Theta0.0002Rho139.39Eff Leverage0.0063Vega