0.04Open0.05Pre Close12 Volume1.54K Open Interest7.00Strike Price61.00Turnover170.63%IV31.84%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0919Delta0.1636Gamma133.50Leverage Ratio-0.0174Theta0.0001Rho12.27Eff Leverage0.0010Vega