0.55Open0.45Pre Close11 Volume194 Open Interest22.50Strike Price615.00Turnover54.73%IV3.16%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.5042Delta0.2468Gamma35.90Leverage Ratio-0.0546Theta0.0019Rho18.10Eff Leverage0.0118Vega