0.75Open0.90Pre Close8 Volume9 Open Interest2.00Strike Price615.00Turnover94.31%IV1.08%PremiumDec 20, 2024Expiry Date0.77Intrinsic Value100Multiplier25DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9279Delta0.2018Gamma3.46Leverage Ratio-0.0021Theta0.0012Rho3.21Eff Leverage0.0010Vega