0.73Open0.59Pre Close8 Volume455 Open Interest26.00Strike Price636.00Turnover31.11%IV0.60%PremiumJan 10, 2025Expiry Date0.69Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.8916Delta0.2926Gamma35.59Leverage Ratio-0.0277Theta0.0013Rho31.73Eff Leverage0.0038Vega