2.05Open3.30Pre Close3 Volume47 Open Interest115.00Strike Price615.00Turnover29.08%IV2.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry2.05Extrinsic Value100Contract SizeAmericanOptions Type-0.4359Delta0.0433Gamma37.35Leverage Ratio-0.0617Theta-0.0342Rho-16.28Eff Leverage0.1240Vega