0.02Open0.06Pre Close314 Volume1.01K Open Interest7.00Strike Price661.00Turnover84.49%IV14.71%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0667Delta0.2437Gamma408.00Leverage Ratio-0.0080Theta0.0000Rho27.20Eff Leverage0.0008Vega