0.40Open0.35Pre Close15 Volume148 Open Interest5.00Strike Price600.00Turnover120.10%IV1.39%PremiumJul 19, 2024Expiry Date0.34Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7080Delta0.6463Gamma10.98Leverage Ratio-0.0287Theta-0.0003Rho-7.77Eff Leverage0.0015Vega