0.10Open0.15Pre Close7 Volume259 Open Interest12.00Strike Price61.00Turnover141.71%IV10.34%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1268Delta0.2104Gamma182.17Leverage Ratio-0.0550Theta0.0001Rho23.10Eff Leverage0.0014Vega