0.05Open0.05Pre Close11 Volume237 Open Interest7.50Strike Price60.00Turnover90.20%IV21.41%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1796Delta0.2356Gamma62.60Leverage Ratio-0.0104Theta0.0004Rho11.24Eff Leverage0.0032Vega