6.40Open7.50Pre Close1 Volume677 Open Interest67.50Strike Price640.00Turnover44.43%IV0.79%PremiumDec 20, 2024Expiry Date5.82Intrinsic Value100Multiplier5DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.9465Delta0.0283Gamma12.32Leverage Ratio-0.0453Theta0.0089Rho11.66Eff Leverage0.0094Vega