0.45Open0.70Pre Close16 Volume33 Open Interest91.00Strike Price646.00Turnover51.79%IV7.18%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1283Delta0.0437Gamma283.93Leverage Ratio-0.1142Theta0.0013Rho36.43Eff Leverage0.0194Vega