0.15Open0.23Pre Close4 Volume207 Open Interest100.00Strike Price60.00Turnover23.76%IV5.27%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0939Delta0.0483Gamma634.27Leverage Ratio-0.0339Theta0.0021Rho59.56Eff Leverage0.0244Vega