0.07Open0.07Pre Close19 Volume48 Open Interest31.50Strike Price61.00Turnover35.53%IV7.06%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0433Delta0.0802Gamma1472.50Leverage Ratio-0.0106Theta0.0002Rho63.78Eff Leverage0.0030Vega