0.04Open0.04Pre Close90 Volume1.87K Open Interest37.00Strike Price638.00Turnover42.82%IV4.93%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2122Delta0.1706Gamma221.28Leverage Ratio-0.0559Theta0.0009Rho46.95Eff Leverage0.0115Vega