9.87Open10.30Pre Close61 Volume482 Open Interest26.00Strike Price61.72KTurnover100.92%IV0.84%PremiumNov 15, 2024Expiry Date9.80Intrinsic Value100Multiplier8DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9871Delta0.0062Gamma3.63Leverage Ratio-0.0129Theta0.0056Rho3.59Eff Leverage0.0018Vega