0.04Open0.04Pre Close26 Volume776 Open Interest26.50Strike Price61.00Turnover79.47%IV16.06%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0302Delta0.0391Gamma1142.50Leverage Ratio-0.0139Theta0.0001Rho34.53Eff Leverage0.0015Vega