0.06Open0.07Pre Close91 Volume216 Open Interest2.50Strike Price611.00Turnover115.07%IV25.54%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1484Delta0.2401Gamma38.24Leverage Ratio-0.0045Theta-0.0003Rho-5.67Eff Leverage0.0019Vega