0.15Open0.55Pre Close37 Volume23 Open Interest10.00Strike Price616.00Turnover45.98%IV1.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4633Delta0.7288Gamma50.15Leverage Ratio-0.0218Theta-0.0006Rho-23.23Eff Leverage0.0047Vega