0.36Open0.25Pre Close16 Volume50 Open Interest17.50Strike Price601.00Turnover138.05%IV15.24%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1508Delta0.0756Gamma76.13Leverage Ratio-0.0805Theta-0.0004Rho-11.48Eff Leverage0.0053Vega