2.15Open1.97Pre Close3 Volume1.25K Open Interest17.50Strike Price645.00Turnover42.35%IV1.46%PremiumDec 20, 2024Expiry Date1.92Intrinsic Value100Multiplier15DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.9044Delta0.1425Gamma7.99Leverage Ratio-0.0062Theta-0.0040Rho-7.22Eff Leverage0.0053Vega