2.95Open3.10Pre Close2 Volume211 Open Interest120.00Strike Price615.00Turnover17.48%IV0.31%PremiumSep 20, 2024Expiry Date2.84Intrinsic Value100Multiplier10DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.7839Delta0.0917Gamma37.19Leverage Ratio-0.0396Theta-0.0188Rho-29.16Eff Leverage0.0573Vega