0.16Open0.40Pre Close55 Volume134 Open Interest24.50Strike Price671.00Turnover64.86%IV8.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1554Delta0.1503Gamma189.75Leverage Ratio-0.0446Theta0.0004Rho29.48Eff Leverage0.0058Vega