0.40Open0.20Pre Close15 Volume19 Open Interest47.50Strike Price600.00Turnover100.08%IV18.89%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1433Delta0.0390Gamma100.73Leverage Ratio-0.0865Theta0.0011Rho14.44Eff Leverage0.0131Vega