0.20Open0.21Pre Close30 Volume146 Open Interest115.00Strike Price620.00Turnover20.56%IV9.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.0765Delta0.0242Gamma527.95Leverage Ratio-0.0163Theta0.0059Rho40.38Eff Leverage0.0415Vega