3.23Open2.95Pre Close2 Volume43 Open Interest43.00Strike Price646.00Turnover54.66%IV1.27%PremiumJan 17, 2025Expiry Date2.72Intrinsic Value100Multiplier4DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.8574Delta0.0980Gamma14.39Leverage Ratio-0.0592Theta-0.0034Rho-12.33Eff Leverage0.0096Vega