0.37Open0.40Pre Close16 Volume839 Open Interest5.00Strike Price607.00Turnover78.85%IV8.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5146Delta0.4602Gamma14.20Leverage Ratio-0.0100Theta0.0011Rho7.31Eff Leverage0.0044Vega