0.59Open0.57Pre Close1.43K Volume5.78K Open Interest11.50Strike Price61.88KTurnover76.31%IV2.50%PremiumDec 6, 2024Expiry Date0.10Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6335Delta0.4467Gamma31.35Leverage Ratio-0.0541Theta0.0006Rho19.86Eff Leverage0.0042Vega