47.37Open58.15Pre Close13 Volume549 Open Interest905.00Strike Price61.47KTurnover33.48%IV1.10%PremiumJul 19, 2024Expiry Date36.60Intrinsic Value100Multiplier2DDays to Expiry10.40Extrinsic Value100Contract SizeAmericanOptions Type0.9076Delta0.0058Gamma24.62Leverage Ratio-0.8397Theta0.0681Rho22.34Eff Leverage0.1424Vega