6.20Open7.20Pre Close1 Volume51 Open Interest427.00Strike Price620.00Turnover10.56%IV0.07%PremiumSep 27, 2024Expiry Date5.90Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.8953Delta0.0501Gamma69.89Leverage Ratio-0.0692Theta-0.0216Rho-62.58Eff Leverage0.0769Vega