0.55Open0.60Pre Close11 Volume294 Open Interest18.00Strike Price635.00Turnover55.45%IV2.54%PremiumJan 17, 2025Expiry Date0.12Intrinsic Value100Multiplier22DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.5543Delta0.1586Gamma16.86Leverage Ratio-0.0233Theta0.0055Rho9.34Eff Leverage0.0178Vega