0.80Open1.10Pre Close8 Volume414 Open Interest47.00Strike Price645.00Turnover13.67%IV2.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.4894Delta0.3024Gamma93.72Leverage Ratio-0.0199Theta0.0095Rho45.87Eff Leverage0.0385Vega