0.07Open0.07Pre Close105 Volume111 Open Interest117.05Strike Price615.00Turnover205.40%IV36.35%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0159Delta0.0033Gamma1321.23Leverage Ratio-0.0644Theta0.0001Rho20.99Eff Leverage0.0023Vega