0.97Open1.10Pre Close8 Volume559 Open Interest19.00Strike Price661.00Turnover19.64%IV0.10%PremiumJan 17, 2025Expiry Date0.73Intrinsic Value100Multiplier5DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9527Delta0.2169Gamma26.31Leverage Ratio-0.0061Theta0.0025Rho25.06Eff Leverage0.0023Vega