0.44Open0.40Pre Close17 Volume1.42K Open Interest6.00Strike Price661.00Turnover76.02%IV6.97%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier20DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.5520Delta0.3673Gamma13.40Leverage Ratio-0.0111Theta0.0016Rho7.40Eff Leverage0.0056Vega