3.60Open5.65Pre Close2 Volume271 Open Interest82.50Strike Price620.00Turnover33.70%IV2.09%PremiumOct 18, 2024Expiry Date0.86Intrinsic Value100Multiplier13DDays to Expiry1.74Extrinsic Value100Contract SizeAmericanOptions Type0.5881Delta0.0739Gamma31.76Leverage Ratio-0.0877Theta0.0163Rho18.68Eff Leverage0.0608Vega