0.15Open0.21Pre Close43 Volume37 Open Interest32.00Strike Price655.00Turnover20.95%IV5.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2358Delta0.1841Gamma136.13Leverage Ratio-0.0112Theta0.0048Rho32.10Eff Leverage0.0246Vega