0.14Open0.14Pre Close53 Volume269 Open Interest27.00Strike Price646.00Turnover180.20%IV121.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0525Delta0.0204Gamma122.60Leverage Ratio-0.0133Theta0.0003Rho6.44Eff Leverage0.0031Vega