0.59Open0.71Pre Close10 Volume49 Open Interest20.50Strike Price620.00Turnover43.33%IV0.98%PremiumJul 5, 2024Expiry Date0.45Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6875Delta0.4049Gamma33.51Leverage Ratio-0.0505Theta0.0013Rho23.04Eff Leverage0.0071Vega