0.15Open0.07Pre Close49 Volume370 Open Interest27.00Strike Price649.00Turnover34.81%IV2.26%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2492Delta0.3709Gamma212.16Leverage Ratio-0.0453Theta0.0006Rho52.87Eff Leverage0.0078Vega