6.30Open3.50Pre Close1 Volume69 Open Interest125.00Strike Price630.00Turnover60.62%IV1.23%PremiumSep 20, 2024Expiry Date4.71Intrinsic Value100Multiplier3DDays to Expiry1.59Extrinsic Value100Contract SizeAmericanOptions Type0.7689Delta0.0445Gamma22.76Leverage Ratio-0.4074Theta0.0071Rho17.50Eff Leverage0.0343Vega