0.16Open0.23Pre Close141 Volume285 Open Interest121.00Strike Price616.00Turnover25.73%IV2.11%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0649Delta0.0793Gamma2963.50Leverage Ratio-0.0450Theta0.0002Rho192.31Eff Leverage0.0079Vega