6.35Open5.60Pre Close1 Volume14 Open Interest61.00Strike Price635.00Turnover179.25%IV5.65%PremiumDec 6, 2024Expiry Date2.75Intrinsic Value100Multiplier4DDays to Expiry3.60Extrinsic Value100Contract SizeAmericanOptions Type0.6280Delta0.0305Gamma10.04Leverage Ratio-0.5837Theta0.0040Rho6.30Eff Leverage0.0262Vega