0.25Open0.30Pre Close27 Volume187 Open Interest43.00Strike Price636.00Turnover27.38%IV1.05%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3568Delta0.5967Gamma244.86Leverage Ratio-0.1488Theta0.0004Rho87.35Eff Leverage0.0085Vega