0.25Open0.30Pre Close27 Volume187 Open Interest43.00Strike Price636.00Turnover26.71%IV0.65%PremiumDec 13, 2024Expiry Date0.02Intrinsic Value100Multiplier1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.5002Delta0.6312Gamma172.08Leverage Ratio-0.1766Theta0.0006Rho86.07Eff Leverage0.0094Vega