0.61Open0.20Pre Close10 Volume55 Open Interest41.00Strike Price610.00Turnover11.33%IV0.67%PremiumSep 20, 2024Expiry Date0.34Intrinsic Value100Multiplier8DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7061Delta0.4946Gamma78.73Leverage Ratio-0.0191Theta0.0063Rho55.59Eff Leverage0.0211Vega