11.50Open14.20Pre Close52 Volume182 Open Interest1010.00Strike Price61.57KTurnover35.95%IV1.13%PremiumNov 22, 2024Expiry Date4.66Intrinsic Value100Multiplier3DDays to Expiry11.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5413Delta0.0113Gamma61.49Leverage Ratio-2.1149Theta-0.0489Rho-33.28Eff Leverage0.3895Vega