0.20Open0.25Pre Close29 Volume420 Open Interest20.00Strike Price607.00Turnover50.95%IV8.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.3444Delta0.1506Gamma35.75Leverage Ratio-0.0197Theta0.0039Rho12.31Eff Leverage0.0177Vega