1.56Open2.25Pre Close5 Volume22 Open Interest116.00Strike Price659.00Turnover26.36%IV0.20%PremiumDec 13, 2024Expiry Date0.94Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6775Delta0.1672Gamma82.35Leverage Ratio-0.2594Theta0.0038Rho55.79Eff Leverage0.0292Vega