0.05Open0.10Pre Close10 Volume943 Open Interest115.00Strike Price61.00Turnover33.48%IV16.59%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0268Delta0.0082Gamma1315.87Leverage Ratio-0.0121Theta0.0013Rho35.25Eff Leverage0.0139Vega