0.60Open0.40Pre Close5 Volume368 Open Interest50.00Strike Price315.00Turnover23.14%IV1.04%PremiumSep 20, 2024Expiry Date0.23Intrinsic Value100Multiplier6DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.5769Delta0.2576Gamma66.97Leverage Ratio-0.0535Theta0.0048Rho38.64Eff Leverage0.0257Vega