0.02Open0.03Pre Close25 Volume316 Open Interest45.00Strike Price61.00Turnover75.95%IV12.66%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0233Delta0.0235Gamma1998.00Leverage Ratio-0.0184Theta0.0001Rho46.47Eff Leverage0.0017Vega