0.40Open0.35Pre Close13 Volume19 Open Interest15.00Strike Price615.00Turnover32.36%IV0.45%PremiumJan 17, 2025Expiry Date0.48Intrinsic Value100Multiplier6DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7817Delta0.4471Gamma26.92Leverage Ratio-0.0170Theta0.0020Rho21.04Eff Leverage0.0060Vega