0.04Open0.13Pre Close89 Volume312 Open Interest66.00Strike Price615.00Turnover62.57%IV4.31%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0667Delta0.0748Gamma1266.40Leverage Ratio-0.1558Theta0.0001Rho84.42Eff Leverage0.0036Vega