3.16Open3.62Pre Close2 Volume465 Open Interest105.00Strike Price626.00Turnover28.54%IV0.39%PremiumJan 17, 2025Expiry Date2.70Intrinsic Value100Multiplier7DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.7374Delta0.0808Gamma31.00Leverage Ratio-0.0866Theta-0.0128Rho-22.86Eff Leverage0.0468Vega