0.55Open0.60Pre Close11 Volume294 Open Interest18.00Strike Price635.00Turnover54.75%IV2.54%PremiumJan 17, 2025Expiry Date0.12Intrinsic Value100Multiplier23DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.5545Delta0.1587Gamma16.86Leverage Ratio-0.0227Theta0.0057Rho9.35Eff Leverage0.0180Vega