32.85Open29.40Pre Close205 Volume289 Open Interest895.00Strike Price620.78KTurnover35.12%IV0.46%PremiumDec 20, 2024Expiry Date26.08Intrinsic Value100Multiplier3DDays to Expiry4.21Extrinsic Value100Contract SizeAmericanOptions Type0.8088Delta0.0087Gamma30.91Leverage Ratio-1.3544Theta0.0671Rho25.00Eff Leverage0.2429Vega