6.45Open9.15Pre Close1 Volume33 Open Interest250.00Strike Price645.00Turnover32.85%IV3.94%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry6.45Extrinsic Value100Contract SizeAmericanOptions Type0.4498Delta0.0230Gamma44.06Leverage Ratio-0.2226Theta0.0475Rho19.82Eff Leverage0.2074Vega