0.35Open3.20Pre Close18 Volume1 Open Interest69.00Strike Price630.00Turnover42.21%IV8.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2792Delta0.0467Gamma54.47Leverage Ratio-0.0489Theta0.0118Rho15.21Eff Leverage0.0573Vega