0.10Open0.25Pre Close60 Volume27 Open Interest35.00Strike Price600.00Turnover56.27%IV4.56%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1494Delta0.1766Gamma335.70Leverage Ratio-0.0798Theta0.0002Rho50.15Eff Leverage0.0054Vega