0.15Open0.07Pre Close49 Volume370 Open Interest27.00Strike Price649.00Turnover35.30%IV2.24%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2467Delta0.3641Gamma212.20Leverage Ratio-0.0456Theta0.0006Rho52.36Eff Leverage0.0077Vega