6.40Open5.80Pre Close1 Volume26 Open Interest42.50Strike Price640.00Turnover65.96%IV2.11%PremiumJan 17, 2025Expiry Date5.62Intrinsic Value100Multiplier20DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type-0.7968Delta0.0506Gamma6.00Leverage Ratio-0.0366Theta-0.0154Rho-4.78Eff Leverage0.0245Vega