0.15Open0.14Pre Close8 Volume431 Open Interest530.00Strike Price61.00Turnover40.43%IV7.27%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0100Delta0.0018Gamma9882.80Leverage Ratio-0.0486Theta0.0003Rho99.04Eff Leverage0.0098Vega