0.05Open0.09Pre Close129 Volume12.85K Open Interest8.00Strike Price611.00Turnover68.90%IV6.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1939Delta0.5726Gamma150.80Leverage Ratio-0.0216Theta0.0001Rho29.25Eff Leverage0.0019Vega