0.05Open0.25Pre Close11 Volume31 Open Interest25.00Strike Price61.00Turnover172.70%IV35.08%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0541Delta0.0337Gamma265.14Leverage Ratio-0.0408Theta0.0001Rho14.35Eff Leverage0.0021Vega