0.20Open0.35Pre Close33 Volume624 Open Interest92.00Strike Price644.00Turnover34.41%IV2.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1624Delta0.1041Gamma449.15Leverage Ratio-0.1322Theta0.0008Rho72.93Eff Leverage0.0168Vega