0.01Open0.04Pre Close31 Volume317 Open Interest110.00Strike Price61.00Turnover74.57%IV21.73%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0032Gamma4519.00Leverage Ratio-0.0142Theta0.0001Rho38.18Eff Leverage0.0022Vega