0.80Open1.35Pre Close8 Volume383 Open Interest17.50Strike Price640.00Turnover60.16%IV3.04%PremiumOct 18, 2024Expiry Date0.26Intrinsic Value100Multiplier23DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.5766Delta0.1458Gamma13.40Leverage Ratio-0.0242Theta0.0057Rho7.73Eff Leverage0.0175Vega