0.78Open1.20Pre Close8 Volume45 Open Interest85.00Strike Price651.00Turnover25.39%IV0.58%PremiumOct 11, 2024Expiry Date0.57Intrinsic Value100Multiplier3DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.5936Delta0.1812Gamma73.10Leverage Ratio-0.1161Theta-0.0046Rho-43.39Eff Leverage0.0328Vega