6.15Open9.30Pre Close1 Volume4 Open Interest96.00Strike Price615.00Turnover43.13%IV0.28%PremiumJan 17, 2025Expiry Date5.90Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.9816Delta0.0206Gamma15.14Leverage Ratio-0.0100Theta-0.0023Rho-14.86Eff Leverage0.0029Vega