0.35Open0.40Pre Close20 Volume703 Open Interest2.50Strike Price603.00Turnover98.88%IV10.42%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier11DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5541Delta0.9338Gamma10.67Leverage Ratio-0.0072Theta-0.0005Rho-5.91Eff Leverage0.0017Vega