0.04Open0.01Pre Close16 Volume349 Open Interest98.50Strike Price61.00Turnover195.04%IV0.12%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.1665Delta2.2001Gamma9839.00Leverage Ratio-111.0680Theta0.0000Rho1637.98Eff Leverage0.0001Vega