0.04Open0.04Pre Close29 Volume103 Open Interest76.00Strike Price61.00Turnover190.05%IV2.59%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0966Delta0.1119Gamma1113.57Leverage Ratio-3.2994Theta0.0000Rho-107.54Eff Leverage0.0014Vega