6.30Open7.20Pre Close1 Volume50 Open Interest33.00Strike Price630.00Turnover27.88%IV0.90%PremiumDec 20, 2024Expiry Date5.95Intrinsic Value100Multiplier32DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9813Delta0.0141Gamma6.39Leverage Ratio-0.0061Theta0.0286Rho6.27Eff Leverage0.0053Vega