61.10Open53.10Pre Close10 Volume6.09K Open Interest74.00Strike Price61.10KTurnover1041.12%IV4.80%PremiumDec 20, 2024Expiry Date54.91Intrinsic Value100Multiplier1DDays to Expiry6.19Extrinsic Value100Contract SizeAmericanOptions Type0.8844Delta0.0024Gamma2.36Leverage Ratio-5.7164Theta0.0019Rho2.09Eff Leverage0.0152Vega