0.25Open0.24Pre Close21 Volume30 Open Interest6.50Strike Price620.00Turnover48.61%IV0.37%PremiumDec 6, 2024Expiry Date0.28Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8880Delta0.7793Gamma22.58Leverage Ratio-0.0111Theta0.0003Rho20.05Eff Leverage0.0010Vega