0.25Open0.65Pre Close21 Volume73 Open Interest83.00Strike Price615.00Turnover4.73%IV0.68%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4890Delta0.4361Gamma236.40Leverage Ratio-0.0148Theta0.0219Rho115.61Eff Leverage0.0771Vega