0.05Open0.08Pre Close127 Volume561 Open Interest22.00Strike Price615.00Turnover53.96%IV7.36%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0937Delta0.1595Gamma456.22Leverage Ratio-0.0247Theta0.0002Rho42.75Eff Leverage0.0033Vega