0.45Open0.56Pre Close11 Volume162 Open Interest9.00Strike Price625.00Turnover115.04%IV2.76%PremiumDec 6, 2024Expiry Date0.34Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6712Delta0.4480Gamma17.79Leverage Ratio-0.0802Theta0.0003Rho11.94Eff Leverage0.0025Vega