0.20Open0.35Pre Close28 Volume72 Open Interest23.00Strike Price616.00Turnover24.68%IV2.38%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.3971Delta0.3856Gamma82.47Leverage Ratio-0.0180Theta0.0028Rho32.75Eff Leverage0.0156Vega