0.20Open0.20Pre Close30 Volume53 Open Interest127.00Strike Price635.00Turnover24.46%IV2.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1223Delta0.0823Gamma863.01Leverage Ratio-0.1036Theta-0.0009Rho-105.51Eff Leverage0.0204Vega