0.20Open0.28Pre Close22 Volume17 Open Interest17.50Strike Price640.00Turnover35.14%IV2.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4709Delta0.2751Gamma34.58Leverage Ratio-0.0150Theta0.0043Rho16.28Eff Leverage0.0164Vega