0.80Open1.07Pre Close8 Volume182 Open Interest7.00Strike Price640.00Turnover87.69%IV4.25%PremiumDec 20, 2024Expiry Date0.53Intrinsic Value100Multiplier23DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6017Delta0.2729Gamma7.19Leverage Ratio-0.0115Theta-0.0026Rho-4.33Eff Leverage0.0063Vega