0.30Open0.05Pre Close4 Volume1 Open Interest290.00Strike Price61.00Turnover29.36%IV14.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0180Delta0.0028Gamma2540.10Leverage Ratio-0.0209Theta0.0020Rho45.83Eff Leverage0.0236Vega