27.70Open32.71Pre Close270 Volume1.33K Open Interest300.00Strike Price616.09KTurnover76.89%IV0.20%PremiumDec 27, 2024Expiry Date20.38Intrinsic Value100Multiplier1DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.9203Delta0.0109Gamma13.43Leverage Ratio-0.4381Theta-0.0092Rho-12.36Eff Leverage0.0265Vega