0.59Open0.43Pre Close15 Volume52 Open Interest2.50Strike Price636.00Turnover103.66%IV7.87%PremiumAug 16, 2024Expiry Date0.17Intrinsic Value100Multiplier24DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6525Delta0.5135Gamma7.12Leverage Ratio-0.0056Theta0.0009Rho4.65Eff Leverage0.0026Vega