6.30Open5.85Pre Close1 Volume500 Open Interest30.00Strike Price630.00Turnover100.17%IV0.72%PremiumAug 16, 2024Expiry Date6.04Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.9738Delta0.0175Gamma5.91Leverage Ratio-0.0287Theta0.0027Rho5.75Eff Leverage0.0021Vega