0.07Open0.06Pre Close136 Volume723 Open Interest252.50Strike Price601.00Turnover39.83%IV8.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0121Delta0.0037Gamma5803.09Leverage Ratio-0.0289Theta0.0002Rho70.01Eff Leverage0.0067Vega