0.05Open0.10Pre Close19 Volume54 Open Interest40.00Strike Price61.00Turnover89.53%IV74.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0162Delta0.0072Gamma763.33Leverage Ratio-0.0040Theta0.0003Rho12.33Eff Leverage0.0025Vega