0.15Open0.11Pre Close54 Volume1.83K Open Interest55.00Strike Price656.00Turnover16.94%IV1.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2701Delta0.2702Gamma270.95Leverage Ratio-0.0335Theta0.0026Rho73.19Eff Leverage0.0239Vega