0.05Open0.06Pre Close15 Volume345 Open Interest10.50Strike Price61.00Turnover33.55%IV3.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1800Delta0.6516Gamma271.25Leverage Ratio-0.0117Theta-0.0002Rho-48.82Eff Leverage0.0031Vega