0.21Open0.25Pre Close8 Volume310 Open Interest6.50Strike Price61.00Turnover217.65%IV2.17%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.4023Delta1.0770Gamma43.07Leverage Ratio-0.2935Theta0.0000Rho17.33Eff Leverage0.0006Vega