6.95Open7.70Pre Close94 Volume90 Open Interest597.50Strike Price61.71KTurnover24.14%IV0.71%PremiumDec 6, 2024Expiry Date1.50Intrinsic Value100Multiplier2DDays to Expiry4.25Extrinsic Value100Contract SizeAmericanOptions Type0.5573Delta0.0356Gamma113.02Leverage Ratio-1.2155Theta0.0193Rho62.99Eff Leverage0.1812Vega