0.25Open0.30Pre Close27 Volume187 Open Interest43.00Strike Price636.00Turnover25.47%IV0.63%PremiumDec 13, 2024Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.5005Delta0.6319Gamma172.12Leverage Ratio-0.1488Theta0.0007Rho86.15Eff Leverage0.0099Vega