0.04Open0.05Pre Close12 Volume1.54K Open Interest7.00Strike Price61.00Turnover173.64%IV31.84%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0911Delta0.1609Gamma133.50Leverage Ratio-0.0175Theta0.0001Rho12.17Eff Leverage0.0010Vega