0.13Open0.07Pre Close110 Volume653 Open Interest46.00Strike Price606.00Turnover62.86%IV7.84%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0400Delta0.0354Gamma1246.75Leverage Ratio-0.0344Theta-0.0001Rho-49.89Eff Leverage0.0033Vega