0.98Open0.75Pre Close6 Volume542 Open Interest13.00Strike Price602.00Turnover53.29%IV0.75%PremiumAug 16, 2024Expiry Date0.96Intrinsic Value100Multiplier12DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7630Delta0.2639Gamma10.95Leverage Ratio-0.0135Theta-0.0029Rho-8.35Eff Leverage0.0069Vega