0.30Open0.48Pre Close20 Volume1.12K Open Interest15.00Strike Price646.00Turnover18.56%IV1.25%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier11DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6487Delta0.7472Gamma50.53Leverage Ratio-0.0094Theta0.0030Rho32.78Eff Leverage0.0099Vega