0.52Open0.34Pre Close12 Volume3.66K Open Interest15.00Strike Price620.00Turnover27.08%IV0.34%PremiumJan 17, 2025Expiry Date0.45Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7961Delta0.5609Gamma29.10Leverage Ratio-0.0106Theta-0.0016Rho-23.17Eff Leverage0.0054Vega