0.16Open0.43Pre Close51 Volume162 Open Interest16.50Strike Price656.00Turnover36.77%IV0.91%PremiumDec 27, 2024Expiry Date0.01Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.5179Delta0.9733Gamma97.12Leverage Ratio-0.0613Theta0.0004Rho50.29Eff Leverage0.0044Vega