0.75Open0.47Pre Close7 Volume28 Open Interest85.00Strike Price657.00Turnover26.37%IV0.51%PremiumOct 11, 2024Expiry Date0.64Intrinsic Value100Multiplier2DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.6623Delta0.2261Gamma83.55Leverage Ratio-0.1880Theta0.0029Rho55.34Eff Leverage0.0224Vega