0.35Open0.20Pre Close19 Volume614 Open Interest72.50Strike Price644.00Turnover39.40%IV5.58%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1674Delta0.0727Gamma229.83Leverage Ratio-0.0747Theta0.0018Rho38.47Eff Leverage0.0219Vega