6.30Open6.72Pre Close1 Volume68 Open Interest72.50Strike Price630.00Turnover32.96%IV1.09%PremiumDec 20, 2024Expiry Date5.45Intrinsic Value100Multiplier17DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.8610Delta0.0400Gamma12.99Leverage Ratio-0.0435Theta0.0284Rho11.18Eff Leverage0.0372Vega