0.02Open0.03Pre Close332 Volume57 Open Interest745.00Strike Price657.00Turnover59.53%IV19.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0019Delta0.0002Gamma31212.00Leverage Ratio-0.0173Theta0.0001Rho58.17Eff Leverage0.0038Vega