0.05Open0.16Pre Close7 Volume80 Open Interest95.00Strike Price61.00Turnover56.30%IV11.63%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0375Delta0.0160Gamma1135.73Leverage Ratio-0.0430Theta0.0004Rho42.62Eff Leverage0.0074Vega