6.35Open5.60Pre Close1 Volume14 Open Interest61.00Strike Price635.00Turnover154.91%IV5.65%PremiumDec 6, 2024Expiry Date2.75Intrinsic Value100Multiplier4DDays to Expiry3.60Extrinsic Value100Contract SizeAmericanOptions Type0.6360Delta0.0347Gamma11.09Leverage Ratio-0.4962Theta0.0042Rho7.05Eff Leverage0.0262Vega