0.30Open0.85Pre Close16 Volume138 Open Interest15.00Strike Price645.00Turnover197.10%IV5.57%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4212Delta0.2246Gamma29.08Leverage Ratio-0.3252Theta0.0002Rho12.25Eff Leverage0.0035Vega