0.04Open0.05Pre Close196 Volume387 Open Interest10.00Strike Price601.00Turnover90.62%IV14.87%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0927Delta0.1971Gamma249.71Leverage Ratio-0.0159Theta0.0001Rho23.15Eff Leverage0.0015Vega