0.26Open0.10Pre Close17 Volume52 Open Interest92.00Strike Price601.00Turnover40.67%IV4.25%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0509Delta0.0410Gamma1746.18Leverage Ratio-0.0534Theta-0.0002Rho-88.85Eff Leverage0.0066Vega