0.05Open0.08Pre Close130 Volume776 Open Interest66.00Strike Price606.00Turnover33.85%IV7.62%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0244Delta0.0260Gamma3067.24Leverage Ratio-0.0125Theta0.0002Rho74.87Eff Leverage0.0037Vega