1.10Open0.85Pre Close6 Volume89 Open Interest217.50Strike Price620.00Turnover23.41%IV0.14%PremiumDec 27, 2024Expiry Date0.59Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5685Delta0.0991Gamma113.29Leverage Ratio-0.4201Theta0.0074Rho64.40Eff Leverage0.0666Vega