0.15Open0.05Pre Close42 Volume930 Open Interest5.50Strike Price615.00Turnover123.51%IV4.45%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.3411Delta1.1467Gamma74.93Leverage Ratio-0.0771Theta0.0000Rho-25.56Eff Leverage0.0010Vega