0.80Open1.35Pre Close8 Volume383 Open Interest17.50Strike Price640.00Turnover65.61%IV3.10%PremiumOct 18, 2024Expiry Date0.25Intrinsic Value100Multiplier23DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.5766Delta0.1336Gamma13.65Leverage Ratio-0.0263Theta0.0056Rho7.87Eff Leverage0.0175Vega