0.25Open0.45Pre Close20 Volume114 Open Interest31.00Strike Price615.00Turnover21.19%IV5.00%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2509Delta0.2067Gamma132.49Leverage Ratio-0.0124Theta0.0043Rho33.24Eff Leverage0.0231Vega