1.55Open2.20Pre Close4 Volume2 Open Interest10.00Strike Price610.00Turnover82.52%IV5.80%PremiumNov 15, 2024Expiry Date0.87Intrinsic Value100Multiplier22DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.6991Delta0.1558Gamma7.91Leverage Ratio-0.0181Theta0.0039Rho5.53Eff Leverage0.0094Vega