0.61Open0.20Pre Close10 Volume55 Open Interest41.00Strike Price610.00Turnover11.12%IV0.65%PremiumSep 20, 2024Expiry Date0.34Intrinsic Value100Multiplier8DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.7126Delta0.4986Gamma78.74Leverage Ratio-0.0187Theta0.0064Rho56.11Eff Leverage0.0209Vega