6.36Open4.30Pre Close1 Volume10 Open Interest43.00Strike Price636.00Turnover36.50%IV0.55%PremiumDec 20, 2024Expiry Date6.09Intrinsic Value100Multiplier24DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.9311Delta0.0287Gamma7.72Leverage Ratio-0.0172Theta0.0262Rho7.19Eff Leverage0.0168Vega