0.24Open0.30Pre Close33 Volume42 Open Interest302.50Strike Price635.00Turnover29.09%IV5.70%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0420Delta0.0101Gamma1735.21Leverage Ratio-0.0836Theta0.0013Rho72.87Eff Leverage0.0274Vega