0.77Open0.65Pre Close8 Volume387 Open Interest17.50Strike Price616.00Turnover28.17%IV2.18%PremiumDec 20, 2024Expiry Date0.38Intrinsic Value100Multiplier25DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.6429Delta0.2798Gamma23.22Leverage Ratio-0.0111Theta0.0075Rho14.93Eff Leverage0.0177Vega