0.05Open0.11Pre Close12 Volume438 Open Interest1.00Strike Price60.00Turnover150.25%IV18.10%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.2417Delta1.0217Gamma23.20Leverage Ratio-0.0043Theta-0.0001Rho-5.61Eff Leverage0.0006Vega