0.04Open0.07Pre Close128 Volume616 Open Interest21.00Strike Price671.00Turnover33.19%IV2.85%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.1293Delta0.3937Gamma617.00Leverage Ratio-0.0254Theta-0.0001Rho-79.78Eff Leverage0.0034Vega