0.60Open0.50Pre Close1 Volume2.57K Open Interest12.50Strike Price60.00Turnover38.60%IV2.06%PremiumJul 19, 2024Expiry Date0.35Intrinsic Value100Multiplier11DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6434Delta0.4580Gamma23.14Leverage Ratio-0.0129Theta-0.0022Rho-14.89Eff Leverage0.0079Vega