0.03Open0.04Pre Close20 Volume306 Open Interest54.00Strike Price60.00Turnover55.90%IV10.18%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0435Delta0.0240Gamma858.43Leverage Ratio-0.0329Theta-0.0003Rho-37.31Eff Leverage0.0063Vega