0.15Open0.10Pre Close34 Volume259 Open Interest3.00Strike Price611.00Turnover125.63%IV2.88%PremiumDec 27, 2024Expiry Date0.13Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6816Delta1.1258Gamma15.65Leverage Ratio-0.0266Theta0.0001Rho10.67Eff Leverage0.0009Vega