0.03Open0.03Pre Close20 Volume810 Open Interest10.00Strike Price61.00Turnover58.95%IV0.80%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.4051Delta1.7527Gamma154.62Leverage Ratio-0.0859Theta-0.0001Rho-62.63Eff Leverage0.0015Vega