0.03Open0.07Pre Close20 Volume8.11K Open Interest44.00Strike Price61.00Turnover39.33%IV6.76%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0574Delta0.0695Gamma1031.25Leverage Ratio-0.0222Theta0.0002Rho59.20Eff Leverage0.0048Vega