0.05Open0.07Pre Close103 Volume655 Open Interest220.00Strike Price647.00Turnover27.32%IV5.75%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0252Delta0.0101Gamma3783.45Leverage Ratio-0.0360Theta0.0005Rho95.30Eff Leverage0.0126Vega