0.05Open0.25Pre Close9 Volume14 Open Interest37.00Strike Price62.00Turnover38.17%IV4.78%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1394Delta0.1548Gamma353.60Leverage Ratio-0.0383Theta0.0005Rho49.30Eff Leverage0.0083Vega