0.15Open0.95Pre Close5 Volume79 Open Interest33.00Strike Price61.00Turnover218.59%IV4.04%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0329Delta0.0952Gamma3438.00Leverage Ratio-0.6917Theta0.0000Rho-112.94Eff Leverage0.0003Vega