0.15Open0.10Pre Close55 Volume1.25K Open Interest54.00Strike Price662.00Turnover12.76%IV0.78%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2921Delta0.6272Gamma536.80Leverage Ratio-0.0454Theta0.0010Rho156.79Eff Leverage0.0147Vega