0.49Open0.61Pre Close11 Volume26 Open Interest116.00Strike Price601.00Turnover20.39%IV1.77%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.2384Delta0.1187Gamma318.27Leverage Ratio-0.0937Theta-0.0031Rho-75.87Eff Leverage0.0396Vega