0.11Open0.14Pre Close5 Volume72 Open Interest79.50Strike Price61.00Turnover6.15%IV0.24%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.4585Delta1.0622Gamma611.08Leverage Ratio-0.0443Theta0.0021Rho280.20Eff Leverage0.0241Vega