0.04Open0.05Pre Close26 Volume162 Open Interest7.50Strike Price61.00Turnover70.79%IV37.23%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0515Delta0.1068Gamma274.00Leverage Ratio-0.0022Theta0.0002Rho14.11Eff Leverage0.0015Vega