0.01Open0.01Pre Close61 Volume94 Open Interest425.00Strike Price61.00Turnover130.06%IV7.26%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0027Delta0.0007Gamma45827.00Leverage Ratio-0.2696Theta0.0000Rho-122.10Eff Leverage0.0008Vega