6.20Open5.60Pre Close1 Volume1 Open Interest70.00Strike Price620.00Turnover40.07%IV0.39%PremiumOct 18, 2024Expiry Date5.95Intrinsic Value100Multiplier15DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8505Delta0.0472Gamma10.25Leverage Ratio-0.0336Theta-0.0177Rho-8.72Eff Leverage0.0304Vega