0.30Open0.40Pre Close24 Volume23 Open Interest66.00Strike Price621.00Turnover10.24%IV2.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.2614Delta0.1954Gamma248.88Leverage Ratio-0.0138Theta0.0105Rho65.06Eff Leverage0.0528Vega