0.01Open0.02Pre Close21 Volume458 Open Interest30.00Strike Price61.00Turnover50.62%IV27.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0284Delta0.0226Gamma784.13Leverage Ratio-0.0043Theta0.0004Rho22.24Eff Leverage0.0037Vega