0.40Open0.45Pre Close21 Volume254 Open Interest22.50Strike Price610.00Turnover80.10%IV31.88%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1408Delta0.0584Gamma69.00Leverage Ratio-0.0154Theta0.0017Rho9.71Eff Leverage0.0107Vega