0.41Open0.04Pre Close261 Volume426 Open Interest115.00Strike Price647.00Turnover608.95%IV10.51%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0096Delta0.0042Gamma6424.25Leverage Ratio-3.1286Theta0.0000Rho-61.42Eff Leverage0.0003Vega