0.44Open0.68Pre Close1.10K Volume1.72K Open Interest10.00Strike Price61.80KTurnover46.64%IV0.48%PremiumAug 2, 2024Expiry Date0.43Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8205Delta0.5261Gamma21.51Leverage Ratio-0.0184Theta0.0008Rho17.64Eff Leverage0.0028Vega