0.90Open0.85Pre Close7 Volume8 Open Interest43.00Strike Price630.00Turnover19.27%IV1.27%PremiumAug 16, 2024Expiry Date0.36Intrinsic Value100Multiplier24DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.5367Delta0.1917Gamma43.73Leverage Ratio-0.0145Theta-0.0127Rho-23.47Eff Leverage0.0438Vega