0.15Open0.05Pre Close6 Volume600 Open Interest50.00Strike Price60.00Turnover34.28%IV13.60%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0550Delta0.0336Gamma587.47Leverage Ratio-0.0106Theta0.0011Rho32.29Eff Leverage0.0107Vega