0.27Open0.53Pre Close103 Volume597 Open Interest76.00Strike Price647.00Turnover54.73%IV6.16%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0336Delta0.0325Gamma2387.33Leverage Ratio-0.0300Theta0.0001Rho80.17Eff Leverage0.0031Vega