0.15Open0.17Pre Close43 Volume647 Open Interest2.50Strike Price661.00Turnover193.73%IV22.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3164Delta0.6381Gamma21.30Leverage Ratio-0.0153Theta0.0001Rho6.74Eff Leverage0.0010Vega