0.82Open1.60Pre Close46 Volume71 Open Interest111.00Strike Price661.00Turnover31.39%IV4.06%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0727Delta0.0492Gamma1186.22Leverage Ratio-0.0644Theta0.0005Rho86.25Eff Leverage0.0124Vega