0.24Open0.30Pre Close33 Volume42 Open Interest302.50Strike Price635.00Turnover29.47%IV5.63%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0474Delta0.0110Gamma1637.20Leverage Ratio-0.0948Theta0.0015Rho77.63Eff Leverage0.0302Vega