0.40Open0.26Pre Close33 Volume89 Open Interest38.50Strike Price637.00Turnover45.43%IV6.01%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1200Delta0.1102Gamma303.58Leverage Ratio-0.0400Theta0.0005Rho36.44Eff Leverage0.0080Vega