0.35Open0.72Pre Close20 Volume33 Open Interest12.00Strike Price637.00Turnover68.99%IV0.35%PremiumNov 29, 2024Expiry Date0.45Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7894Delta0.5444Gamma22.65Leverage Ratio-0.0467Theta-0.0004Rho-17.88Eff Leverage0.0022Vega