0.20Open0.35Pre Close28 Volume66 Open Interest23.00Strike Price616.00Turnover24.97%IV2.38%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.3969Delta0.3853Gamma82.47Leverage Ratio-0.0184Theta0.0027Rho32.73Eff Leverage0.0154Vega