0.25Open0.30Pre Close27 Volume187 Open Interest43.00Strike Price636.00Turnover26.02%IV0.86%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4772Delta0.6510Gamma214.65Leverage Ratio-0.1737Theta0.0006Rho102.43Eff Leverage0.0094Vega