0.16Open0.14Pre Close30 Volume15 Open Interest22.00Strike Price644.00Turnover22.26%IV0.93%PremiumOct 11, 2024Expiry Date0.04Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5064Delta0.7688Gamma95.50Leverage Ratio-0.0255Theta-0.0011Rho-48.37Eff Leverage0.0093Vega