6.40Open4.50Pre Close1 Volume142 Open Interest115.00Strike Price640.00Turnover59.04%IV1.80%PremiumNov 15, 2024Expiry Date4.26Intrinsic Value100Multiplier9DDays to Expiry2.14Extrinsic Value100Contract SizeAmericanOptions Type0.6653Delta0.0327Gamma17.67Leverage Ratio-0.2357Theta0.0182Rho11.75Eff Leverage0.0686Vega