3.15Open2.65Pre Close2 Volume2 Open Interest35.00Strike Price630.00Turnover72.46%IV5.18%PremiumDec 20, 2024Expiry Date1.41Intrinsic Value100Multiplier20DDays to Expiry1.74Extrinsic Value100Contract SizeAmericanOptions Type-0.5561Delta0.0686Gamma10.92Leverage Ratio-0.0538Theta-0.0109Rho-6.07Eff Leverage0.0315Vega