0.50Open0.21Pre Close15 Volume60 Open Interest6.00Strike Price640.00Turnover35.63%IV0.64%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8379Delta0.6228Gamma15.90Leverage Ratio-0.0050Theta0.0015Rho13.32Eff Leverage0.0027Vega