6.30Open9.10Pre Close1 Volume22 Open Interest211.67Strike Price630.00Turnover54.97%IV0.25%PremiumJan 17, 2025Expiry Date5.76Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.6969Delta0.0279Gamma28.42Leverage Ratio-0.5926Theta0.0157Rho19.81Eff Leverage0.0796Vega