0.05Open0.65Pre Close15 Volume66 Open Interest83.00Strike Price635.00Turnover47.00%IV0.74%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.4808Delta0.1545Gamma87.18Leverage Ratio-0.4013Theta0.0017Rho41.91Eff Leverage0.0219Vega