0.29Open0.93Pre Close25 Volume29 Open Interest32.00Strike Price661.00Turnover40.95%IV1.38%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4483Delta0.4301Gamma104.46Leverage Ratio-0.1211Theta0.0007Rho46.83Eff Leverage0.0089Vega