3.80Open5.40Pre Close2 Volume10 Open Interest75.00Strike Price645.00Turnover28.77%IV1.15%PremiumOct 18, 2024Expiry Date1.77Intrinsic Value100Multiplier15DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.6791Delta0.0805Gamma26.70Leverage Ratio-0.0611Theta0.0200Rho18.13Eff Leverage0.0554Vega