0.75Open0.47Pre Close7 Volume28 Open Interest85.00Strike Price657.00Turnover26.96%IV0.51%PremiumOct 11, 2024Expiry Date0.64Intrinsic Value100Multiplier2DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.6620Delta0.2260Gamma83.55Leverage Ratio-0.1976Theta0.0027Rho55.31Eff Leverage0.0219Vega