0.39Open0.27Pre Close16 Volume496 Open Interest10.00Strike Price615.00Turnover43.64%IV6.30%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4092Delta0.3929Gamma35.24Leverage Ratio-0.0103Theta0.0020Rho14.42Eff Leverage0.0088Vega