0.27Open0.53Pre Close103 Volume597 Open Interest76.00Strike Price647.00Turnover79.59%IV6.16%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0335Delta0.0325Gamma2387.33Leverage Ratio-0.1356Theta0.0000Rho80.09Eff Leverage0.0022Vega