0.80Open3.90Pre Close8 Volume2 Open Interest53.00Strike Price615.00Turnover45.79%IV0.90%PremiumOct 25, 2024Expiry Date0.27Intrinsic Value100Multiplier1DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.5766Delta0.2492Gamma68.74Leverage Ratio-0.2576Theta0.0012Rho39.63Eff Leverage0.0134Vega