0.11Open0.14Pre Close5 Volume72 Open Interest79.50Strike Price61.00Turnover6.09%IV0.24%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.4589Delta1.0636Gamma611.08Leverage Ratio-0.0434Theta0.0022Rho280.41Eff Leverage0.0243Vega