3.07Open1.70Pre Close2 Volume168 Open Interest80.00Strike Price617.00Turnover28.38%IV0.61%PremiumDec 20, 2024Expiry Date2.60Intrinsic Value100Multiplier11DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.7701Delta0.0738Gamma24.29Leverage Ratio-0.0637Theta0.0185Rho18.71Eff Leverage0.0440Vega