0.61Open0.60Pre Close9 Volume428 Open Interest82.50Strike Price616.00Turnover66.42%IV0.11%PremiumDec 20, 2024Expiry Date0.89Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5507Delta0.0736Gamma31.15Leverage Ratio-0.3136Theta-0.0044Rho-17.15Eff Leverage0.0321Vega