0.89Open0.97Pre Close746 Volume209 Open Interest12.00Strike Price61.72KTurnover44.28%IV0.13%PremiumNov 22, 2024Expiry Date0.78Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9196Delta0.2981Gamma14.21Leverage Ratio-0.0078Theta-0.0009Rho-13.07Eff Leverage0.0018Vega