1.27Open1.75Pre Close6 Volume12 Open Interest41.00Strike Price632.00Turnover47.38%IV0.70%PremiumOct 4, 2024Expiry Date0.72Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6837Delta0.2207Gamma38.99Leverage Ratio-0.1335Theta0.0018Rho26.66Eff Leverage0.0121Vega