6.30Open4.40Pre Close1 Volume181 Open Interest110.00Strike Price630.00Turnover42.44%IV0.62%PremiumSep 20, 2024Expiry Date5.65Intrinsic Value100Multiplier12DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.7315Delta0.0408Gamma15.35Leverage Ratio-0.0996Theta-0.0233Rho-11.22Eff Leverage0.0637Vega