3.39Open3.20Pre Close2 Volume66 Open Interest33.00Strike Price661.00Turnover49.40%IV1.26%PremiumNov 15, 2024Expiry Date2.77Intrinsic Value100Multiplier24DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.7627Delta0.0673Gamma10.08Leverage Ratio-0.0318Theta0.0160Rho7.69Eff Leverage0.0287Vega