0.25Open1.18Pre Close22 Volume47 Open Interest67.00Strike Price610.00Turnover15.49%IV4.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2134Delta0.0987Gamma183.69Leverage Ratio-0.0150Theta0.0117Rho39.20Eff Leverage0.0553Vega