0.15Open0.22Pre Close31 Volume699 Open Interest40.00Strike Price607.00Turnover16.05%IV1.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.4269Delta0.4041Gamma132.57Leverage Ratio-0.0251Theta0.0039Rho56.59Eff Leverage0.0237Vega